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V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:13.73% (-0.05%)
Analysis last updated: Monday, November 3, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH
paramt-stat
ω0.012614.18
α0.03566.29
β0.9614180.48
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts