V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.59% (+0.02%)
Analysis last updated: Friday, April 26, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 2.49 | |
| 0.0653 | 26.86 | |
| 0.9316 | 351.55 | |
| 0.5705 | 17.36 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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