Banco do Brasil SA MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
24.65%
decreased by 0.15%
1 Week
26.28%
increased by 1.48%
1 Month
30.55%
increased by 5.75%
Analysis last updated: Tuesday, June 23, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0914 | 24.09 | |
| 0.8251 | 174.00 | |
| 0.0299 | 6.14 | |
| 0.0185 | 3.86 | |
| 0.0131 | 7.67 | |
| 0.9840 | 422.50 |
Estimation Period:
Apr 17, 1992 to Jun 19, 2026
Apr 17, 1992 to Jun 19, 2026
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