Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:18.47% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 9.74 | |
| 0.0241 | 4.13 | |
| 0.9621 | 211.74 | |
| 0.0240 | 4.06 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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