Banco do Brasil SA AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
29.36%
decreased by 0.33%
1 Week
30.03%
increased by 0.34%
1 Month
32.29%
increased by 2.60%
Analysis last updated: Tuesday, June 23, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1387 | 5.05 | |
| 0.0469 | 12.62 | |
| 0.9359 | 184.55 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1992 to Jun 19, 2026
Apr 17, 1992 to Jun 19, 2026
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