V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:729,193.75% (+77,907.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3720 | 3.12 | |
| 0.0810 | 13.54 | |
| 0.9989 | 4,689.84 | |
| 2.0000 | 4,424.78 |
Estimation Period:
Jan 2, 1990 to Jul 7, 2025
Jan 2, 1990 to Jul 7, 2025
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