Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:18.74% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 8.00 | |
| 0.0392 | 6.26 | |
| 0.9310 | 636.39 | |
| 0.1303 | 14.61 | |
| 3.0000 | 10.89 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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