V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 9th, 2025:20.39% (+0.22%)
Analysis last updated: Tuesday, April 8, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH
paramt-stat
ω0.01229.67
α0.02394.04
β0.9621211.91
γ0.02453.99
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts