V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:18.02% (-0.67%)
Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6842 | 6.00 | |
| 0.0890 | 7.63 | |
| 0.8732 | 63.87 | |
| 0.0450 | 5.79 | |
| -0.0506 | -4.73 | |
| 0.0113 | 1.56 | |
| -0.0094 | -0.82 |
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Jan 2, 1990 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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