V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:20.34% (+0.65%)
Analysis last updated: Tuesday, October 3, 2023 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 2.75 | |
| 0.0653 | 26.23 | |
| 0.9311 | 338.32 | |
| 0.5906 | 17.21 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Jan 2, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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