V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:13.57% (+0.65%)
Analysis last updated: Thursday, November 21, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8004 | 190.07 | |
| 0.1663 | 45.84 | |
| 0.0757 | 3.53 | |
| 0.2181 | 24.49 | |
| 0.7628 | 58.37 |
Estimation Period:
Jan 2, 1990 to Nov 19, 2024
Jan 2, 1990 to Nov 19, 2024
News Impact Curve
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