V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:17.27% (+0.06%)
Analysis last updated: Monday, December 4, 2023 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 5.64 | |
| 0.0389 | 5.55 | |
| 0.9286 | 552.11 | |
| 0.1334 | 14.43 | |
| 3.0000 | 9.96 |
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Jan 2, 1990 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses