Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.60% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 3.71 | |
| 0.0772 | 3.24 | |
| 1.0000 | 1,499.25 | |
| -0.0041 | -0.24 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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