Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
24.03%
decreased by 0.80%
1 Week
25.46%
increased by 0.63%
1 Month
33.60%
increased by 8.77%
Analysis last updated: Friday, March 27, 2026 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8002 | 185.92 | |
| 0.1605 | 45.46 | |
| 0.0909 | 3.29 | |
| 0.2356 | 24.77 | |
| 0.7402 | 46.62 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
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