Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
21.09%
decreased by 1.00%
1 Week
21.15%
decreased by 0.94%
1 Month
21.36%
decreased by 0.73%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3617 | 12.01 | |
| 0.0399 | 107.07 | |
| 0.9990 | 13,144.74 | |
| 2.3085 | 572.25 |
Estimation Period:
Dec 31, 1998 to Apr 3, 2026
Dec 31, 1998 to Apr 3, 2026
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