Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.01% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8002 | 186.18 | |
| 0.1611 | 45.53 | |
| 0.0901 | 3.31 | |
| 0.2337 | 24.69 | |
| 0.7424 | 47.46 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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