Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.71% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2987 | 12.00 | |
| 0.0399 | 106.22 | |
| 0.9990 | 13,144.74 | |
| 2.3117 | 564.93 |
Estimation Period:
Dec 31, 1998 to Mar 13, 2026
Dec 31, 1998 to Mar 13, 2026
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