Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.91% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 7.83 | |
| 0.0394 | 6.32 | |
| 0.9314 | 622.14 | |
| 0.1361 | 15.23 | |
| 3.0000 | 10.85 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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