V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:14.46% (+0.54%)
Analysis last updated: Tuesday, April 30, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6520 | 6.03 | |
| 0.0862 | 7.68 | |
| 0.8774 | 66.83 | |
| 0.0424 | 5.86 | |
| -0.0485 | -4.90 | |
| 0.0133 | 2.10 | |
| -0.0194 | -2.04 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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