V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:16.28% (-0.22%)
Analysis last updated: Thursday, August 21, 2025 at 09:03 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
ω0.01128.98
α0.02384.05
β0.9623214.32
γ0.02474.06
Estimation Period:
Jan 2, 1990 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts