Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
18.20%
decreased by 0.47%
1 Week
19.49%
increased by 0.82%
1 Month
26.09%
increased by 7.42%
Analysis last updated: Friday, May 29, 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 | 186.78 | |
| 0.1598 | 45.50 | |
| 0.0899 | 3.28 | |
| 0.2347 | 24.74 | |
| 0.7410 | 46.90 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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