V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:17.37% (-0.04%)
Analysis last updated: Monday, April 15, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 2.46 | |
| 0.0653 | 26.76 | |
| 0.9315 | 349.81 | |
| 0.5772 | 17.45 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses