Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:11.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8039 | 195.65 | |
| 0.1632 | 46.25 | |
| 0.0708 | 3.70 | |
| 0.2171 | 24.59 | |
| 0.7646 | 60.77 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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