V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:31715.44% (+4377.13%)
Analysis last updated: Friday, April 26, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7001 | 1.04 | |
| 0.0862 | 3.96 | |
| 0.9990 | 1439.48 | |
| 2 | 6006.01 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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