Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.79% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 10.17 | |
| 0.0242 | 4.14 | |
| 0.9620 | 211.11 | |
| 0.0239 | 4.06 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GJR-GARCH Analyses on Equity Indices