Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:122,743.18% (+2,070.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2132 | 4.01 | |
| 0.1061 | 20.06 | |
| 0.9990 | 5,400.00 | |
| 2.0000 | 28,169.01 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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