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V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.28% (+0.03%)
Analysis last updated: Friday, October 10, 2025 at 09:45 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
β0.8041195.78
γ0.163346.18
λ10.07183.75
λ20.214323.98
λ30.767160.61
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts