Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
21.78%
decreased by 0.42%
1 Week
21.91%
decreased by 0.29%
1 Month
22.43%
increased by 0.23%
Analysis last updated: Monday, April 13, 2026 at 09:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 8.03 | |
| 0.0391 | 6.29 | |
| 0.9312 | 639.58 | |
| 0.1307 | 14.66 | |
| 3.0000 | 10.95 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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