Skip to main content
V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:12.34% (-0.27%)
Analysis last updated: Thursday, October 23, 2025 at 09:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH
paramt-stat
m41
α0.00000.01
β0.8040195.68
γ0.163246.19
λ10.07133.73
λ20.215024.16
λ30.766560.73
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts