Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:13.67% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 1.75 | |
| 0.0654 | 28.35 | |
| 0.9328 | 383.72 | |
| 0.5298 | 17.61 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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