V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:15.34% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 7.26 | |
| 0.0393 | 6.15 | |
| 0.9307 | 610.32 | |
| 0.1352 | 15.04 | |
| 3.0000 | 10.65 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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