V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:2,214,562.69% (-199,555.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3736 | 2.83 | |
| 0.0803 | 13.60 | |
| 0.9989 | 4,667.89 | |
| 2.0000 | 2,980.63 |
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Jan 2, 1990 to Jul 4, 2025
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