Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.85% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6650 | 5.85 | |
| 0.0832 | 7.98 | |
| 0.8851 | 75.30 | |
| 0.0369 | 5.34 | |
| -0.0391 | -4.16 | |
| 0.0016 | 0.32 | |
| 0.0034 | 1.06 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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