V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 6th, 2025:104,151.82% (+9,454.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4199 | 17.60 | |
| 0.0782 | 155.17 | |
| 0.9990 | 16,932.20 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 2, 1990 to May 5, 2025
Jan 2, 1990 to May 5, 2025
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