V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:18.12% (-0.85%)
Analysis last updated: Friday, September 22, 2023 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0934 | 26.25 | |
| 0.1497 | 34.64 | |
| 0.7742 | 238.22 | |
| 0.1087 | 14.31 |
Estimation Period:
Apr 27, 1993 to Sep 22, 2023
Apr 27, 1993 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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