Banco do Brasil SA EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
33.83%
increased by 0.42%
1 Week
35.43%
increased by 2.02%
1 Month
40.16%
increased by 6.75%
Analysis last updated: Tuesday, June 23, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1482 | 2.16 | |
| 0.1148 | 5.94 | |
| 0.9340 | 28.26 | |
| 0.0548 | 4.06 |
Estimation Period:
Apr 17, 1992 to Jun 19, 2026
Apr 17, 1992 to Jun 19, 2026
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