V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:19.50% (-0.29%)
Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 5.47 | |
| 0.0392 | 5.45 | |
| 0.9280 | 542.03 | |
| 0.1304 | 14.06 | |
| 3.0000 | 9.81 |
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Jan 2, 1990 to Mar 17, 2023
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