V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:607,302.74% (+64,900.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4038 | 14.89 | |
| 0.0833 | 102.49 | |
| 0.9989 | 13,682.90 | |
| 2.0000 | 666,666.67 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
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