Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.49% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8004 | 186.21 | |
| 0.1609 | 45.51 | |
| 0.0905 | 3.30 | |
| 0.2347 | 24.77 | |
| 0.7413 | 47.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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