V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:14.08% (+0.11%)
Analysis last updated: Thursday, November 21, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 9.22 | |
| 0.0239 | 4.04 | |
| 0.9623 | 211.72 | |
| 0.0245 | 4.02 |
Estimation Period:
Jan 2, 1990 to Nov 19, 2024
Jan 2, 1990 to Nov 19, 2024
News Impact Curve
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