Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:16.93% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6476 | 5.88 | |
| 0.0835 | 7.99 | |
| 0.8843 | 74.38 | |
| 0.0364 | 5.35 | |
| -0.0386 | -4.17 | |
| 0.0016 | 0.33 | |
| 0.0033 | 1.05 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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