Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:20.51% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 3.43 | |
| 0.0652 | 27.27 | |
| 0.9323 | 365.46 | |
| 0.4813 | 14.63 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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