Ibovespa Brasil Sao Paulo Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.20%
increased by 0.13%
1 Week
20.31%
increased by 0.24%
1 Month
20.74%
increased by 0.67%
Analysis last updated: Thursday, June 11, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 10.22 | |
| 0.0242 | 4.15 | |
| 0.9620 | 212.42 | |
| 0.0238 | 4.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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