Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:9,324.17% (-416.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2648 | 1.89 | |
| 0.0979 | 8.68 | |
| 0.9990 | 2,466.67 | |
| 2.0000 | 19,230.78 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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