Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:20.58% (+6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 9.72 | |
| 0.0242 | 4.11 | |
| 0.9620 | 209.44 | |
| 0.0242 | 4.05 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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