V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:2103520.25% (+164518.16%)
Analysis last updated: Friday, May 3, 2024 at 09:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7135 | 17.09 | |
| 0.0824 | 167.40 | |
| 0.9989 | 15608.42 | |
| 2 | 1000000.00 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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