V-Lab: Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:16.01% (-0.36%)

Analysis last updated: Thursday, July 10, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6689	5.87
$α$	0.0838	7.94
$β$	0.8840	74.14
$γ_{1}$	0.0377	5.40
$γ_{2}$	-0.0402	-4.24
$γ_{3}$	0.0024	0.48
$γ_{4}$	0.0026	0.79

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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