Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.35% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 9.68 | |
| 0.0241 | 4.12 | |
| 0.9621 | 210.79 | |
| 0.0241 | 4.05 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GJR-GARCH Analyses on Equity Indices