Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70,131.81% (+9,307.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2181 | 0.95 | |
| 0.1034 | 4.47 | |
| 0.9990 | 1,321.43 | |
| 2.0000 | 3,623.19 |
Estimation Period:
Jan 2, 1990 to Feb 11, 2026
Jan 2, 1990 to Feb 11, 2026
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