Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:43,972.27% (+7,475.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2303 | 0.58 | |
| 0.1132 | 3.04 | |
| 0.9990 | 804.35 | |
| 2.0000 | 3,322.26 |
Estimation Period:
Jan 2, 1990 to Jan 22, 2026
Jan 2, 1990 to Jan 22, 2026
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