Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.76% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 3.73 | |
| 0.0771 | 3.25 | |
| 1.0000 | 1,501.50 | |
| -0.0042 | -0.25 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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