Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:157,789.65% (+23,647.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2037 | 15.44 | |
| 0.1082 | 193.14 | |
| 0.9990 | 14,910.45 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 2, 1990 to Mar 12, 2026
Jan 2, 1990 to Mar 12, 2026
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