V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:15.20% (-0.18%)
Analysis last updated: Monday, August 11, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH
paramt-stat
ω0.01139.01
α0.02384.05
β0.9623214.17
γ0.02474.06
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts