V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:20.88% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 7.16 | |
| 0.0392 | 6.11 | |
| 0.9307 | 611.49 | |
| 0.1346 | 14.97 | |
| 3.0000 | 10.63 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2025
Jan 2, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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