Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.23%
decreased by 0.18%
1 Week
21.40%
decreased by 0.01%
1 Month
22.10%
increased by 0.69%
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 | |
|---|---|---|
| 0.0079 | 3.88 | |
| 0.0772 | 3.29 | |
| 1.0000 | 1,436.78 | |
| -0.0035 | -0.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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