Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:21.07% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6541 | 5.86 | |
| 0.0835 | 7.99 | |
| 0.8845 | 74.56 | |
| 0.0366 | 5.35 | |
| -0.0388 | -4.18 | |
| 0.0018 | 0.35 | |
| 0.0032 | 1.01 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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