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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:24.48% (+1.09%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5359	12.03
$α$	0.0405	105.98
$β$	0.9990	13,144.74
$ν$	2.3050	579.44

Estimation Period:
Dec 31, 1998 to Apr 18, 2025