Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:20.72% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8019 | 188.34 | |
| 0.1609 | 45.45 | |
| 0.0876 | 3.35 | |
| 0.2293 | 24.52 | |
| 0.7474 | 49.35 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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