Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.23%
decreased by 0.25%
1 Week
20.34%
decreased by 0.14%
1 Month
20.77%
increased by 0.29%
Analysis last updated: Tuesday, June 9, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 10.22 | |
| 0.0242 | 4.15 | |
| 0.9620 | 212.42 | |
| 0.0238 | 4.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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