Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.83%
decreased by 0.72%
1 Week
15.92%
decreased by 0.63%
1 Month
16.26%
decreased by 0.29%
Analysis last updated: Friday, April 17, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4760 | 12.04 | |
| 0.0398 | 107.12 | |
| 0.9990 | 13,320.00 | |
| 2.2984 | 596.98 |
Estimation Period:
Dec 31, 1998 to Apr 17, 2026
Dec 31, 1998 to Apr 17, 2026
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