V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:15.85% (-0.20%)
Analysis last updated: Thursday, September 18, 2025 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH
paramt-stat
ω0.013514.18
α0.03556.27
β0.9612179.22
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts