Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
172,181.71%
decreased by 10,842.42%
1 Week
172,009.61%
decreased by 11,014.52%
1 Month
171,324.08%
decreased by 11,700.05%
Analysis last updated: Friday, May 15, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1695 | 4.25 | |
| 0.1217 | 25.67 | |
| 0.9990 | 5,612.36 | |
| 2.0000 | 76,923.08 |
Estimation Period:
Jan 2, 1990 to May 14, 2026
Jan 2, 1990 to May 14, 2026
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