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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:14.41% (-0.57%)

Analysis last updated: Friday, August 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2224	11.99
$α$	0.0403	105.81
$β$	0.9990	13,144.74
$ν$	2.3189	556.77

Estimation Period:
Dec 31, 1998 to Aug 29, 2025