Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:86,429.76% (-365.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2161 | 1.53 | |
| 0.1042 | 7.38 | |
| 0.9990 | 2,143.78 | |
| 2.0000 | 5,571.03 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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