V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:28.75% (+1.30%)
Analysis last updated: Friday, November 25, 2022, 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 5.45 | |
| 0.0394 | 5.44 | |
| 0.9278 | 537.88 | |
| 0.1321 | 14.09 | |
| 3.0000 | 9.76 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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