V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:26.84% (-2.29%)
Analysis last updated: Friday, March 24, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 26.33 | |
| 0.1518 | 34.51 | |
| 0.7700 | 231.37 | |
| 0.1109 | 14.24 |
Estimation Period:
Apr 27, 1993 to Mar 24, 2023
Apr 27, 1993 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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