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V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:19.86% (-0.29%)
Analysis last updated: Monday, December 8, 2025 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH
paramt-stat
ω0.013513.95
α0.03576.25
β0.9610177.64
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts