V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:3,832,482.66% (-385,194.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3809 | 8.42 | |
| 0.0811 | 41.93 | |
| 0.9988 | 9,604.18 | |
| 2.0000 | 54,054.05 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
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