Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.97% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 8.02 | |
| 0.0392 | 6.28 | |
| 0.9311 | 638.19 | |
| 0.1305 | 14.65 | |
| 3.0000 | 10.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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