V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:20.52% (-0.38%)
Analysis last updated: Monday, January 13, 2025 at 09:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 7.12 | |
| 0.0394 | 6.09 | |
| 0.9305 | 610.14 | |
| 0.1329 | 14.87 | |
| 3.0000 | 10.59 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
News Impact Curve
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