V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:15.38% (-0.05%)
Analysis last updated: Friday, September 12, 2025 at 09:10 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
ω0.01128.95
α0.02384.05
β0.9623214.95
γ0.02474.08
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts