Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.72%
decreased by 0.49%
1 Week
17.79%
decreased by 0.42%
1 Month
18.08%
decreased by 0.13%
Analysis last updated: Tuesday, June 16, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4004 | 12.04 | |
| 0.0395 | 106.85 | |
| 0.9990 | 13,320.00 | |
| 2.3010 | 589.99 |
Estimation Period:
Dec 31, 1998 to Jun 12, 2026
Dec 31, 1998 to Jun 12, 2026
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