V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MEM Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:16.74% (-0.85%)
Analysis last updated: Wednesday, October 4, 2023 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 9.16 | |
| 0.2095 | 47.65 | |
| 0.7701 | 236.73 |
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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