Ibovespa Brasil Sao Paulo Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35,483.70%
decreased by 646.32%
1 Week
35,448.23%
decreased by 681.79%
1 Month
35,306.96%
decreased by 823.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1510 | 1.76 | |
| 0.1057 | 8.29 | |
| 0.9990 | 2,378.57 | |
| 2.0000 | 14,285.71 |
Estimation Period:
Jan 2, 1990 to Jun 9, 2026
Jan 2, 1990 to Jun 9, 2026
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices