Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
51,033.47%
decreased by 1,407.31%
1 Week
50,982.46%
decreased by 1,458.32%
1 Month
50,779.28%
decreased by 1,661.50%
Analysis last updated: Friday, June 5, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1548 | 0.92 | |
| 0.1158 | 4.98 | |
| 0.9990 | 1,264.56 | |
| 2.0000 | 6,079.03 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices