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
$ω$	1.8790	3.00
$α$	0.1803	2.72
$β$	0.1375	0.90
$γ_{1}$	21.9891	4.11
$γ_{2}$	-29.9917	-3.56
$γ_{3}$	7.2342	1.04
$γ_{4}$	5.2668	0.86
$γ_{5}$	-8.8283	-1.27
$γ_{6}$	9.1761	1.22
$γ_{7}$	-11.6238	-1.52
$γ_{8}$	25.2028	1.89
$γ_{9}$	-64.4691	-3.39
$γ_{10}$	129.2898	5.68

V-Lab

Aes Brasil Energia S.A. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aes Brasil Energia S.A. Analyses