Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:14.48% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6719 | 5.84 | |
| 0.0829 | 8.00 | |
| 0.8859 | 76.07 | |
| 0.0367 | 5.31 | |
| -0.0388 | -4.13 | |
| 0.0013 | 0.25 | |
| 0.0038 | 1.19 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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