V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18725.50% (+3449.15%)
Analysis last updated: Thursday, November 21, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5328 | 5.41 | |
| 0.1306 | 36.07 | |
| 0.9990 | 6889.66 | |
| 2 | 153846.15 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2024
Jan 2, 1990 to Nov 21, 2024
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