Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
18.70%
decreased by 0.16%
1 Week
18.82%
decreased by 0.04%
1 Month
19.27%
increased by 0.41%
Analysis last updated: Wednesday, June 17, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 14.63 | |
| 0.0355 | 6.38 | |
| 0.9611 | 182.45 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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