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{name} Model Equation

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Param	Value	t-stat
ωconst	6.2154	3.00***
αARCH	0.0394	26.73***
βGARCH	0.9990	3,307.95***
νDF	2.3073	144.45***

Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2154	3.00***
α ARCH Response to squared shocks	0.0394	26.73***
β GARCH Volatility persistence	0.9990	3,307.95***
ν DF Student-t tail thickness	2.3073	144.45***

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses