Ibovespa Brasil Sao Paulo Stock Exchange Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.92%
decreased by 0.18%
1 Week
20.03%
decreased by 0.07%
1 Month
20.43%
increased by 0.33%
Analysis last updated: Friday, June 5, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 14.66 | |
| 0.0356 | 6.38 | |
| 0.9611 | 182.38 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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