Skip to main content
V-Lab
V-Lab
Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:11.65% (-0.16%)
Analysis last updated: Tuesday, October 28, 2025 at 09:13 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
β0.8039195.65
γ0.163246.25
λ10.07083.70
λ20.217124.59
λ30.764660.77
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts