Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:11.87% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0937 | 11.96 | |
| 0.0403 | 106.08 | |
| 0.9990 | 13,144.74 | |
| 2.3241 | 546.32 |
Estimation Period:
Dec 31, 1998 to Nov 21, 2025
Dec 31, 1998 to Nov 21, 2025
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