Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
21.23%
decreased by 0.34%
1 Week
21.34%
decreased by 0.23%
1 Month
21.73%
increased by 0.16%
Analysis last updated: Friday, May 22, 2026 at 12:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 10.23 | |
| 0.0242 | 4.15 | |
| 0.9620 | 212.32 | |
| 0.0239 | 4.06 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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