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V-Lab

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

Date Range:

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to

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graph of Ibovespa Brasil Sao Paulo Stock Exchange Index EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time