V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:15.54% (+0.30%)
Analysis last updated: Friday, May 16, 2025 at 09:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index APMEM
paramt-stat
ω0.058923.12
α0.200866.09
β0.7874259.78
γ0.139328.65
δ1.650935.99
Estimation Period:
Apr 27, 1993 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts