Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.87% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 3.76 | |
| 0.0773 | 3.25 | |
| 1.0000 | 1,443.00 | |
| -0.0036 | -0.21 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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