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

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V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:25.42% (+2.00%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2687	11.97
$α$	0.0408	104.85
$β$	0.9990	13144.74
$ν$	2	534.60

Estimation Period:
Dec 31, 1998 to Dec 20, 2024