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V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:33.12% (+20.34%)
Analysis last updated: Friday, December 5, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH
paramt-stat
m41
α0.00000.01
β0.8020189.37
γ0.162245.74
λ10.08883.32
λ20.233825.14
λ30.742948.42
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts