V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:5738.14% (-1193.42%)
Analysis last updated: Friday, October 25, 2024 at 09:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5584 | 4.32 | |
| 0.1464 | 44.73 | |
| 0.9990 | 5370.97 | |
| 2 | 95238.19 |
Estimation Period:
Jan 2, 1990 to Oct 25, 2024
Jan 2, 1990 to Oct 25, 2024
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