Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.38% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1239 | 11.97 | |
| 0.0402 | 106.07 | |
| 0.9990 | 13,144.74 | |
| 2.3219 | 549.81 |
Estimation Period:
Dec 31, 1998 to Nov 28, 2025
Dec 31, 1998 to Nov 28, 2025
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