Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
15.71%
decreased by 0.02%
1 Week
15.79%
increased by 0.06%
1 Month
16.13%
increased by 0.40%
Analysis last updated: Monday, July 6, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3605 | 12.03 | |
| 0.0396 | 106.92 | |
| 0.9990 | 13,320.00 | |
| 2.3021 | 588.76 |
Estimation Period:
Dec 31, 1998 to Jul 3, 2026
Dec 31, 1998 to Jul 3, 2026
Other Brazilian Real Analyses
Other GAS-GARCH Student T Analyses on Currencies