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 Thursday, July 31st, 2025:15.36% (+0.18%)

Analysis last updated: Wednesday, July 30, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6658	5.86
$α$	0.0836	7.94
$β$	0.8843	74.42
$γ_{1}$	0.0376	5.38
$γ_{2}$	-0.0400	-4.22
$γ_{3}$	0.0023	0.45
$γ_{4}$	0.0027	0.84

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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