Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
19.12%
decreased by 0.27%
1 Week
21.25%
increased by 1.86%
1 Month
29.63%
increased by 10.24%
Analysis last updated: Monday, April 20, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8003 | 186.33 | |
| 0.1608 | 45.58 | |
| 0.0902 | 3.30 | |
| 0.2346 | 24.71 | |
| 0.7413 | 47.01 |
Estimation Period:
Jan 2, 1990 to Apr 20, 2026
Jan 2, 1990 to Apr 20, 2026
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