V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:398223.10% (+4353.65%)
Analysis last updated: Friday, March 24, 2023, 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0174 | 3.46 | |
| 0.0863 | 14.57 | |
| 0.9989 | 4582.18 | |
| 2 | 9259.26 |
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Jan 2, 1990 to Mar 24, 2023
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