V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:21.62% (-0.31%)
Analysis last updated: Friday, December 20, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 9.82 | |
| 0.0240 | 4.02 | |
| 0.9619 | 208.83 | |
| 0.0246 | 3.99 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
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