V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:15.50% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 3.87 | |
| 0.0769 | 3.27 | |
| 1.0000 | 1,512.86 | |
| -0.0056 | -0.32 |
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Jan 2, 1990 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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