Ibovespa Brasil Sao Paulo Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.19% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8003 | 186.26 | |
| 0.1609 | 45.51 | |
| 0.0905 | 3.30 | |
| 0.2345 | 24.74 | |
| 0.7415 | 47.16 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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