V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.47% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6616 | 5.87 | |
| 0.0838 | 7.91 | |
| 0.8836 | 73.67 | |
| 0.0380 | 5.41 | |
| -0.0406 | -4.26 | |
| 0.0028 | 0.55 | |
| 0.0022 | 0.66 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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