V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:4203122.14% (+275316.23%)
Analysis last updated: Friday, April 19, 2024 at 09:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7215 | 33.60 | |
| 0.0952 | 197.52 | |
| 0.9886 | 3456.63 | |
| 2 | 2000000.00 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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