Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
19.39%
increased by 0.13%
1 Week
21.52%
increased by 2.26%
1 Month
30.05%
increased by 10.79%
Analysis last updated: Friday, April 17, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8002 | 186.18 | |
| 0.1608 | 45.58 | |
| 0.0902 | 3.29 | |
| 0.2346 | 24.70 | |
| 0.7412 | 46.96 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses
Other MF2-GARCH Analyses on Equity Indices