V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:12.71% (-0.26%)
Analysis last updated: Friday, October 25, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 3.68 | |
| 0.0770 | 3.23 | |
| 1.0000 | 1398.60 | |
| -0.0048 | -0.27 |
Estimation Period:
Jan 2, 1990 to Oct 25, 2024
Jan 2, 1990 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
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