V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:23.34% (-0.79%)
Analysis last updated: Friday, March 24, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 2.93 | |
| 0.0656 | 25.87 | |
| 0.9307 | 330.84 | |
| 0.5907 | 16.93 |
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Jan 2, 1990 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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