V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:421943.85% (-30029.37%)
Analysis last updated: Friday, December 20, 2024 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5158 | 4.39 | |
| 0.0795 | 17.32 | |
| 0.9990 | 6243.75 | |
| 2 | 40000.00 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses