Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:29,296.25% (+900.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2307 | 3.29 | |
| 0.1063 | 15.88 | |
| 0.9990 | 4,400.88 | |
| 2.0000 | 27,397.26 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices