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, September 25th, 2023:15.37% (+1.20%)

Analysis last updated: Friday, September 22, 2023 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1128	11.93
$α$	0.0419	103.31
$β$	0.9990	12974.03
$ν$	2	507.87

Estimation Period:
Dec 31, 1998 to Sep 22, 2023