V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:14.28% (-0.17%)
Analysis last updated: Friday, October 25, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 2.22 | |
| 0.0658 | 27.65 | |
| 0.9322 | 369.32 | |
| 0.5348 | 17.32 |
Estimation Period:
Jan 2, 1990 to Oct 25, 2024
Jan 2, 1990 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
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