V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:19.83% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6827 | 5.86 | |
| 0.0843 | 7.91 | |
| 0.8833 | 73.41 | |
| 0.0385 | 5.42 | |
| -0.0412 | -4.27 | |
| 0.0030 | 0.59 | |
| 0.0020 | 0.59 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Jan 2, 1990 to Mar 14, 2025
News Impact Curve
Volatility Forecasts
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