Banco do Brasil SA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
29.26%
decreased by 0.21%
1 Week
30.03%
increased by 0.56%
1 Month
32.57%
increased by 3.10%
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 | |
|---|---|---|
| 0.1605 | 4.30 | |
| 0.0567 | 10.88 | |
| 0.9286 | 129.75 | |
| -0.0111 | -0.78 |
Estimation Period:
Apr 17, 1992 to Jun 19, 2026
Apr 17, 1992 to Jun 19, 2026
Other Banco do Brasil SA Analyses
Other GJR-GARCH Analyses on International Equities