V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:465,886.22% (-53,094.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3889 | 3.13 | |
| 0.0814 | 12.43 | |
| 0.9989 | 4,044.12 | |
| 2.0000 | 11,834.32 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2025
Jan 2, 1990 to Jun 18, 2025
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