PBG SA/ Brazil GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.55% (+5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3352 | 3.73 | |
| 0.0826 | 53.81 | |
| 0.9878 | 306.38 | |
| 2.8597 | 40.02 |
Estimation Period:
May 17, 2001 to Feb 6, 2026
May 17, 2001 to Feb 6, 2026
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