Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:28.12% (+12.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 7.84 | |
| 0.0395 | 6.22 | |
| 0.9307 | 620.08 | |
| 0.1328 | 14.93 | |
| 3.0000 | 10.74 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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