V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
119,663.40%
decreased by 14,497.69%
1 Week
119,543.79%
decreased by 14,617.30%
1 Month
119,067.38%
decreased by 15,093.71%
Analysis last updated: Friday, September 4, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 4, 2026Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 8.1526 | 1.85* |
α ARCH Response to squared shocks | 0.0815 | 5.80*** |
β GARCH Volatility persistence | 0.9990 | 3,055.05*** |
ν DF Student-t tail thickness | 2.0000 | 3,236.25*** |
Persistence:
0.999
Half-life:
693 days
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