V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:16.66% (+0.32%)
Analysis last updated: Friday, May 3, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6515 | 5.94 | |
| 0.0864 | 7.76 | |
| 0.8782 | 68.40 | |
| 0.0408 | 5.58 | |
| -0.0444 | -4.48 | |
| 0.0056 | 1.05 | |
| -0.0007 | -0.20 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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