Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:13.93% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6700 | 5.84 | |
| 0.0830 | 7.99 | |
| 0.8856 | 75.78 | |
| 0.0368 | 5.32 | |
| -0.0389 | -4.14 | |
| 0.0014 | 0.28 | |
| 0.0037 | 1.15 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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