V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:14.73% (-0.04%)
Analysis last updated: Friday, September 13, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 13.98 | |
| 0.0357 | 6.14 | |
| 0.9607 | 174.61 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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