Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:19.35% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 10.07 | |
| 0.0242 | 4.14 | |
| 0.9620 | 210.65 | |
| 0.0239 | 4.06 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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