V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:16.99% (-0.34%)
Analysis last updated: Tuesday, January 21, 2025 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8015 | 191.38 | |
| 0.1650 | 45.75 | |
| 0.0811 | 3.85 | |
| 0.2183 | 24.18 | |
| 0.7611 | 57.84 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Jan 2, 1990 to Jan 17, 2025
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