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 Tuesday, January 14th, 2025:28.11% (-0.12%)

Analysis last updated: Monday, January 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6008	12.04
$α$	0.0406	105.86
$β$	0.9990	13144.74
$ν$	2	577.89

Estimation Period:
Dec 31, 1998 to Jan 10, 2025