Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:14.29% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 8.79 | |
| 0.0237 | 4.06 | |
| 0.9624 | 215.84 | |
| 0.0248 | 4.12 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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