Ibovespa Brasil Sao Paulo Stock Exchange Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.85%
decreased by 0.68%
1 Week
21.09%
decreased by 0.44%
1 Month
22.00%
increased by 0.47%
Analysis last updated: Tuesday, June 9, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 3.69 | |
| 0.0649 | 27.52 | |
| 0.9325 | 369.74 | |
| 0.4754 | 14.85 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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