Ibovespa Brasil Sao Paulo Stock Exchange Index APARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
19.89%
decreased by 0.37%
1 Week
20.07%
decreased by 0.19%
1 Month
20.73%
increased by 0.47%
Analysis last updated: Monday, April 20, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 8.03 | |
| 0.0390 | 6.29 | |
| 0.9312 | 639.12 | |
| 0.1309 | 14.67 | |
| 3.0000 | 10.95 |
Estimation Period:
Jan 2, 1990 to Apr 20, 2026
Jan 2, 1990 to Apr 20, 2026
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