V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:33,576.96% (-2,916.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3287 | 2.09 | |
| 0.0821 | 7.90 | |
| 0.9990 | 2,946.90 | |
| 2.0000 | 5,865.10 |
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Jan 2, 1990 to Aug 29, 2025
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