V-Lab: Brazilian Real GAS-GARCH Student T Volatility Analysis

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V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:23.53% (-1.13%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1815	11.89
$α$	0.0431	103.49
$β$	0.9990	12807.69
$ν$	2	487.33

Estimation Period:
Dec 31, 1998 to Jan 27, 2023