Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.12%
decreased by 0.38%
1 Week
23.21%
decreased by 0.29%
1 Month
23.55%
increased by 0.05%
Analysis last updated: Thursday, April 2, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 10.29 | |
| 0.0242 | 4.14 | |
| 0.9620 | 211.56 | |
| 0.0239 | 4.05 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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