V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:16527.06% (+2299.95%)
Analysis last updated: Friday, July 26, 2024 at 09:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6266 | 4.07 | |
| 0.0885 | 16.28 | |
| 0.9990 | 5489.01 | |
| 2 | 21052.63 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Jan 2, 1990 to Jul 26, 2024
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