Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:17.85% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8004 | 186.88 | |
| 0.1615 | 45.57 | |
| 0.0870 | 3.32 | |
| 0.2294 | 24.47 | |
| 0.7473 | 49.16 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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