Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:20.41% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9283 | 5.72 | |
| 0.0834 | 8.07 | |
| 0.8836 | 73.42 | |
| 0.0536 | 4.77 | |
| -0.0585 | -3.60 | |
| 0.0112 | 1.00 | |
| -0.0127 | -1.27 | |
| 0.0118 | 1.81 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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