Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:13.73% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3567 | 12.04 | |
| 0.0398 | 106.13 | |
| 0.9990 | 13,144.74 | |
| 2.3028 | 589.54 |
Estimation Period:
Dec 31, 1998 to Jan 9, 2026
Dec 31, 1998 to Jan 9, 2026
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