Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:13.20% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 9.01 | |
| 0.0236 | 4.10 | |
| 0.9626 | 216.80 | |
| 0.0250 | 4.24 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GJR-GARCH Analyses on Equity Indices