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 18th, 2025:14.14% (-0.39%)

Analysis last updated: Thursday, July 17, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6664	5.87
$α$	0.0838	7.94
$β$	0.8840	74.18
$γ_{1}$	0.0377	5.39
$γ_{2}$	-0.0401	-4.23
$γ_{3}$	0.0024	0.47
$γ_{4}$	0.0026	0.80

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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