CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8197	4.82
$α$	0.1065	4.71
$β$	0.7745	22.17
$γ_{1}$	-0.6129	-3.72
$γ_{2}$	0.9720	4.26
$γ_{3}$	-0.6029	-4.14
$γ_{4}$	0.4854	3.28
$γ_{5}$	-0.4486	-2.68
$γ_{6}$	0.2897	1.74
$γ_{7}$	-0.1614	-1.02
$γ_{8}$	0.2180	1.14
$γ_{9}$	-0.2015	-1.21

V-Lab

JBS SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JBS SA Analyses