Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.98% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5858 | 6.06 | |
| 0.0837 | 7.83 | |
| 0.8812 | 70.12 | |
| 0.0376 | 5.75 | |
| -0.0425 | -4.76 | |
| 0.0105 | 1.89 | |
| -0.0185 | -2.10 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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