Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
19.60%
increased by 1.04%
1 Week
19.66%
increased by 1.10%
1 Month
19.91%
increased by 1.35%
Analysis last updated: Friday, April 24, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4076 | 12.03 | |
| 0.0398 | 106.94 | |
| 0.9990 | 13,320.00 | |
| 2.3035 | 583.32 |
Estimation Period:
Dec 31, 1998 to Apr 24, 2026
Dec 31, 1998 to Apr 24, 2026
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