Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:10.72% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5938 | 6.05 | |
| 0.0830 | 7.79 | |
| 0.8822 | 70.76 | |
| 0.0386 | 5.80 | |
| -0.0441 | -4.86 | |
| 0.0122 | 2.17 | |
| -0.0231 | -2.70 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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