V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:15.02% (+0.89%)
Analysis last updated: Tuesday, October 7, 2025 at 09:04 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
ω0.01088.76
α0.02374.05
β0.9624215.74
γ0.02494.12
Estimation Period:
Jan 2, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts