V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:30.18% (+1.00%)
Analysis last updated: Friday, November 25, 2022, 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 3.85 | |
| 0.0771 | 3.24 | |
| 0.9999 | 1165.37 | |
| -0.0055 | -0.29 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
News Impact Curve
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