V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18403.83% (+1695.52%)
Analysis last updated: Tuesday, October 3, 2023 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8623 | 15.11 | |
| 0.0903 | 106.69 | |
| 0.9990 | 15136.36 | |
| 2 | 20000010.00 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Jan 2, 1990 to Sep 29, 2023
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