V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:15.98% (-0.49%)
Analysis last updated: Monday, April 22, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 2.49 | |
| 0.0653 | 26.83 | |
| 0.9316 | 351.01 | |
| 0.5729 | 17.38 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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