V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:24.95% (+1.16%)
Analysis last updated: Thursday, December 8, 2022, 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6995 | 5.98 | |
| 0.0896 | 7.64 | |
| 0.8725 | 63.43 | |
| 0.0458 | 5.76 | |
| -0.0514 | -4.67 | |
| 0.0110 | 1.46 | |
| -0.0080 | -0.68 |
Estimation Period:
Jan 2, 1990 to Dec 2, 2022
Jan 2, 1990 to Dec 2, 2022
News Impact Curve
Volatility Forecasts
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