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
$ω$	4.0698	5.45
$α$	0.1079	7.59
$β$	0.8033	33.39
$γ_{1}$	0.0765	1.65
$γ_{2}$	0.0060	0.09
$γ_{3}$	-0.1277	-2.72
$γ_{4}$	0.0274	0.74
$γ_{5}$	0.0170	0.43
$γ_{6}$	0.0840	1.87
$γ_{7}$	-0.1769	-3.36
$γ_{8}$	0.1618	3.47
$γ_{9}$	-0.0995	-3.68

V-Lab

Light SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:52.79% (-1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Light SA Analyses