V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:13.51% (-0.55%)
Analysis last updated: Friday, October 4, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6453 | 6.03 | |
| 0.0851 | 7.71 | |
| 0.8792 | 68.24 | |
| 0.0414 | 5.87 | |
| -0.0476 | -4.94 | |
| 0.0140 | 2.29 | |
| -0.0241 | -2.70 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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