Horizons Betapro S&Ptsx60 BE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.25% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1919 | 49.43 | |
| 0.8763 | 286.38 | |
| -0.1919 | -39.33 | |
| 0.0066 | 8.35 | |
| 0.0145 | 8.07 | |
| 0.9835 | 474.42 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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