V-Lab: Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis

V-Lab

Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:13.75% (-0.13%)

Analysis last updated: Monday, August 11, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8028	193.63
$γ$	0.1637	46.02
$λ_{1}$	0.0750	3.78
$λ_{2}$	0.2157	23.99
$λ_{3}$	0.7648	59.42

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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