V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:76664.67% (+7826.72%)
Analysis last updated: Friday, November 25, 2022, 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0953 | 2.07 | |
| 0.0815 | 7.56 | |
| 0.9990 | 2912.54 | |
| 2 | 7604.56 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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