CBOE Brazil ETF Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.2511	8.00
$α$	0.0223	0.80
$β$	0.1530	0.17
$γ_{1}$	-4.0143	-3.60
$γ_{2}$	5.1336	2.91
$γ_{3}$	-0.8539	-0.63
$γ_{4}$	1.5183	1.08
$γ_{5}$	-4.9034	-2.64
$γ_{6}$	5.8070	2.23

V-Lab

Nu Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:36.09% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nu Holdings Ltd Analyses