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 Monday, June 30th, 2025:14.67% (-0.40%)

Analysis last updated: Friday, June 27, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8023	193.51
$γ$	0.1648	46.12
$λ_{1}$	0.0756	3.80
$λ_{2}$	0.2141	23.68
$λ_{3}$	0.7663	59.46

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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