V-Lab: Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis

V-Lab

Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:17.91% (+1.15%)

Analysis last updated: Friday, May 30, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8017	192.72
$γ$	0.1652	46.08
$λ_{1}$	0.0764	3.84
$λ_{2}$	0.2107	22.93
$λ_{3}$	0.7696	59.25

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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