Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
32,951.05%
decreased by 329.24%
1 Week
32,918.12%
decreased by 362.17%
1 Month
32,786.93%
decreased by 493.36%
Analysis last updated: Friday, April 17, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1835 | 0.93 | |
| 0.1159 | 5.02 | |
| 0.9990 | 1,277.49 | |
| 2.0000 | 6,250.00 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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