V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:17.15% (-0.23%)
Analysis last updated: Tuesday, March 18, 2025 at 09:02 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
β0.8017191.47
γ0.164645.77
λ10.08063.84
λ20.216923.89
λ30.762557.82
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts