Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.33% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8005 | 186.43 | |
| 0.1605 | 45.48 | |
| 0.0908 | 3.29 | |
| 0.2354 | 24.78 | |
| 0.7405 | 46.81 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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