Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.44% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3315 | 12.03 | |
| 0.0398 | 106.29 | |
| 0.9990 | 13,320.00 | |
| 2.3051 | 582.24 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
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