V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:15.14% (-0.13%)
Analysis last updated: Tuesday, April 23, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 10.30 | |
| 0.0242 | 3.93 | |
| 0.9610 | 202.70 | |
| 0.0245 | 3.77 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses