Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:14.38% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 7.55 | |
| 0.0393 | 6.25 | |
| 0.9312 | 616.66 | |
| 0.1357 | 15.13 | |
| 3.0000 | 10.76 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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