Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
43,652.55%
decreased by 8,425.54%
1 Week
43,608.92%
decreased by 8,469.17%
1 Month
43,435.12%
decreased by 8,642.97%
Analysis last updated: Thursday, April 2, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1935 | 1.49 | |
| 0.1192 | 8.18 | |
| 0.9990 | 2,006.02 | |
| 2.0000 | 18,348.62 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices