Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.87% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1867 | 11.99 | |
| 0.0401 | 106.11 | |
| 0.9990 | 13,144.74 | |
| 2.3181 | 555.91 |
Estimation Period:
Dec 31, 1998 to Dec 12, 2025
Dec 31, 1998 to Dec 12, 2025
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