Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
15.78%
decreased by 0.33%
1 Week
17.45%
increased by 1.34%
1 Month
23.96%
increased by 7.85%
Analysis last updated: Tuesday, June 23, 2026 at 09:02 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 | |
| 0.8006 | 186.18 | |
| 0.1597 | 45.47 | |
| 0.0894 | 3.25 | |
| 0.2362 | 24.88 | |
| 0.7395 | 46.50 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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