Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:9,748.28% (+210.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2801 | 1.21 | |
| 0.0967 | 5.66 | |
| 0.9990 | 1,588.24 | |
| 2.0000 | 8,510.64 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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