Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:15.97% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5810 | 6.07 | |
| 0.0840 | 7.78 | |
| 0.8804 | 69.31 | |
| 0.0380 | 5.79 | |
| -0.0431 | -4.81 | |
| 0.0111 | 1.99 | |
| -0.0201 | -2.31 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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