Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:13.20% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 8.75 | |
| 0.0237 | 4.08 | |
| 0.9626 | 216.70 | |
| 0.0249 | 4.18 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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