V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:14.73% (-0.38%)
Analysis last updated: Thursday, April 18, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 3.76 | |
| 0.0770 | 3.23 | |
| 1.0000 | 1308.90 | |
| -0.0054 | -0.30 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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