Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.47% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8004 | 186.27 | |
| 0.1608 | 45.50 | |
| 0.0905 | 3.30 | |
| 0.2350 | 24.79 | |
| 0.7410 | 47.05 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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