US Dollar to Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.89% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6985 | 10.51 | |
| 0.0458 | 134.02 | |
| 0.9990 | 10,298.97 | |
| 2.3040 | 1,780.49 |
Estimation Period:
Dec 22, 1992 to Dec 12, 2025
Dec 22, 1992 to Dec 12, 2025
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