V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:18.90% (-0.44%)
Analysis last updated: Friday, September 22, 2023 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 3.79 | |
| 0.0771 | 3.23 | |
| 1.0000 | 1204.82 | |
| -0.0051 | -0.28 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Jan 2, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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