V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.40% (+1.07%)
Analysis last updated: Tuesday, October 3, 2023 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 20.24 | |
| 0.2039 | 63.50 | |
| 0.7754 | 232.85 | |
| 0.1385 | 27.95 | |
| 1.7813 | 35.84 |
Estimation Period:
Apr 27, 1993 to Sep 29, 2023
Apr 27, 1993 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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