Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
20.59%
decreased by 0.29%
1 Week
20.70%
decreased by 0.18%
1 Month
21.12%
increased by 0.24%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 0.0119 | 10.22 | |
| 0.0242 | 4.14 | |
| 0.9620 | 212.13 | |
| 0.0239 | 4.06 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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