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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:18.25% (-0.22%)

Analysis last updated: Friday, July 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3075	12.00
$α$	0.0404	105.82
$β$	0.9990	13,144.74
$ν$	2.3168	559.21

Estimation Period:
Dec 31, 1998 to Jul 4, 2025