V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:19.83% (-1.95%)
Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0892 | 20.09 | |
| 0.2075 | 63.46 | |
| 0.7706 | 224.93 | |
| 0.1391 | 27.87 | |
| 1.7756 | 35.62 |
Estimation Period:
Apr 27, 1993 to Mar 17, 2023
Apr 27, 1993 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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