Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
11,612.51%
increased by 452.37%
1 Week
11,600.90%
increased by 440.76%
1 Month
11,554.67%
increased by 394.53%
Analysis last updated: Thursday, July 2, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1349 | 0.74 | |
| 0.0944 | 3.25 | |
| 0.9990 | 998.00 | |
| 2.0000 | 2,751.03 |
Estimation Period:
Jan 2, 1990 to Jun 29, 2026
Jan 2, 1990 to Jun 29, 2026
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