Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:90,994.17% (+9,169.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2557 | 12.49 | |
| 0.1367 | 150.01 | |
| 0.9990 | 12,807.69 | |
| 2.0000 | 2,000,000.00 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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