V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:37,235.38% (-1,557.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3442 | 1.46 | |
| 0.0810 | 5.49 | |
| 0.9990 | 2,094.34 | |
| 2.0000 | 2,923.98 |
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Jan 2, 1990 to Aug 8, 2025
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