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V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.54% (+0.17%)
Analysis last updated: Tuesday, November 11, 2025 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH
paramt-stat
m41
α0.00000.01
β0.8039195.58
γ0.163346.27
λ10.07073.67
λ20.217324.60
λ30.764460.70
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts