Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:65,277.18% (+3,670.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2452 | 6.13 | |
| 0.1297 | 42.18 | |
| 0.9990 | 7,625.95 | |
| 2.0000 | 285,714.29 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
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