V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:25.82% (-1.87%)
Analysis last updated: Friday, December 20, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8020 | 191.91 | |
| 0.1654 | 45.78 | |
| 0.0811 | 3.80 | |
| 0.2187 | 24.34 | |
| 0.7607 | 57.53 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses