Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.17% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 3.69 | |
| 0.0650 | 27.44 | |
| 0.9324 | 368.09 | |
| 0.4769 | 14.80 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other AGARCH Analyses on Equity Indices