V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:19.51% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 9.66 | |
| 0.0239 | 4.04 | |
| 0.9620 | 212.09 | |
| 0.0245 | 4.00 |
Estimation Period:
Jan 2, 1990 to Apr 25, 2025
Jan 2, 1990 to Apr 25, 2025
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
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