V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.88% (+0.15%)
Analysis last updated: Thursday, May 2, 2024 at 09:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 3.74 | |
| 0.0770 | 3.23 | |
| 1.0000 | 1310.62 | |
| -0.0052 | -0.29 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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