Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29,701.37% (+2,426.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2994 | 1.53 | |
| 0.1185 | 8.20 | |
| 0.9990 | 2,051.33 | |
| 2.0000 | 25,316.46 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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