V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:19.78% (-0.22%)
Analysis last updated: Tuesday, January 21, 2025 at 09:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 9.80 | |
| 0.0240 | 4.03 | |
| 0.9620 | 210.22 | |
| 0.0244 | 3.98 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Jan 2, 1990 to Jan 17, 2025
News Impact Curve
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