Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
17.10%
decreased by 0.17%
1 Week
17.24%
decreased by 0.03%
1 Month
17.79%
increased by 0.52%
Analysis last updated: Thursday, July 2, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 10.18 | |
| 0.0243 | 4.15 | |
| 0.9620 | 212.04 | |
| 0.0237 | 4.05 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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