V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.47% (-0.59%)
Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 3.79 | |
| 0.0771 | 3.23 | |
| 0.9999 | 1120.99 | |
| -0.0048 | -0.26 |
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Jan 2, 1990 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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