V-Lab: Brazilian Real GAS-GARCH Student T Volatility Analysis

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:16.39% (-0.30%)

Analysis last updated: Wednesday, July 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2931	12.00
$α$	0.0403	105.88
$β$	0.9990	13,144.74
$ν$	2.3165	560.36

Estimation Period:
Dec 31, 1998 to Jul 25, 2025