Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:11.59% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 1.79 | |
| 0.0654 | 28.35 | |
| 0.9329 | 384.85 | |
| 0.5281 | 17.66 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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