Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.39% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 3.85 | |
| 0.0768 | 3.27 | |
| 1.0000 | 1,623.38 | |
| -0.0057 | -0.34 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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