V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.01% (+0.37%)
Analysis last updated: Friday, May 3, 2024 at 09:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6514 | 6.03 | |
| 0.0862 | 7.68 | |
| 0.8774 | 66.81 | |
| 0.0424 | 5.86 | |
| -0.0484 | -4.90 | |
| 0.0132 | 2.10 | |
| -0.0193 | -2.04 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses