Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.31% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3106 | 12.03 | |
| 0.0399 | 106.33 | |
| 0.9990 | 13,144.74 | |
| 2.3067 | 580.59 |
Estimation Period:
Dec 31, 1998 to Jan 2, 2026
Dec 31, 1998 to Jan 2, 2026
Other Brazilian Real Analyses
Other GAS-GARCH Student T Analyses on Currencies