Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
23.80%
decreased by 1.38%
1 Week
24.90%
decreased by 0.28%
1 Month
31.56%
increased by 6.38%
Analysis last updated: Saturday, May 9, 2026 at 12:03 AM 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 | |
| 0.8009 | 186.99 | |
| 0.1602 | 45.55 | |
| 0.0899 | 3.30 | |
| 0.2341 | 24.68 | |
| 0.7418 | 47.15 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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