Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.88% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6004 | 6.03 | |
| 0.0834 | 7.85 | |
| 0.8823 | 70.95 | |
| 0.0375 | 5.72 | |
| -0.0423 | -4.72 | |
| 0.0101 | 1.81 | |
| -0.0174 | -1.95 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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