Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56,175.40% (-6,502.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2200 | 2.44 | |
| 0.1049 | 11.05 | |
| 0.9990 | 3,191.69 | |
| 2.0000 | 24,390.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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