V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:14.90% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6637 | 5.86 | |
| 0.0833 | 7.98 | |
| 0.8849 | 75.08 | |
| 0.0370 | 5.35 | |
| -0.0392 | -4.17 | |
| 0.0017 | 0.35 | |
| 0.0033 | 1.02 |
Estimation Period:
Jan 2, 1990 to Oct 3, 2025
Jan 2, 1990 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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