Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.02%
increased by 0.38%
1 Week
20.52%
increased by 0.88%
1 Month
22.27%
increased by 2.63%
Analysis last updated: Saturday, May 16, 2026 at 12:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 26.24 | |
| 0.1459 | 37.38 | |
| 0.7900 | 273.07 | |
| 0.1001 | 14.79 |
Estimation Period:
Apr 27, 1993 to May 15, 2026
Apr 27, 1993 to May 15, 2026
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