Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:22.63% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6465 | 5.88 | |
| 0.0836 | 8.00 | |
| 0.8841 | 74.31 | |
| 0.0363 | 5.37 | |
| -0.0386 | -4.19 | |
| 0.0019 | 0.38 | |
| 0.0030 | 0.96 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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