Irb-Brasil Ressegu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.87% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.9823 | 5.88 | |
| 0.0533 | 39.84 | |
| 0.9931 | 902.77 | |
| 3.5063 | 31.67 |
Estimation Period:
Jul 31, 2017 to Feb 6, 2026
Jul 31, 2017 to Feb 6, 2026
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