V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:17.85% (-0.53%)
Analysis last updated: Friday, May 9, 2025 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH
paramt-stat
ω0.00582.15
α0.065327.88
β0.9325374.50
γ0.539717.52
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts