V-Lab
CBOE Brazil ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:74.50% (-3.62%)
Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1090 | 7.30 | |
| 0.0916 | 15.25 | |
| 0.9661 | 299.84 | |
| 0.1230 | 20.17 |
Estimation Period:
Mar 16, 2011 to Nov 19, 2021
Mar 16, 2011 to Nov 19, 2021
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