V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.42% (+0.61%)
Analysis last updated: Tuesday, October 3, 2023 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6609 | 6.02 | |
| 0.0876 | 7.65 | |
| 0.8750 | 65.13 | |
| 0.0437 | 5.83 | |
| -0.0494 | -4.81 | |
| 0.0120 | 1.78 | |
| -0.0129 | -1.24 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Jan 2, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses