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
$ω$	3.9609	5.45
$α$	0.1088	7.54
$β$	0.7964	31.61
$γ_{1}$	0.0675	1.47
$γ_{2}$	0.0210	0.30
$γ_{3}$	-0.1391	-3.03
$γ_{4}$	0.0372	1.03
$γ_{5}$	0.0079	0.21
$γ_{6}$	0.0957	2.18
$γ_{7}$	-0.1975	-3.82
$γ_{8}$	0.2061	4.20
$γ_{9}$	-0.2153	-3.70

V-Lab

Light SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:41.77% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Light SA Analyses