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

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Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:14.66% (-0.13%)

Analysis last updated: Monday, October 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1185	11.96
$α$	0.0404	105.94
$β$	0.9990	13,144.74
$ν$	2.3256	542.60

Estimation Period:
Dec 31, 1998 to Oct 10, 2025