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
$ω$	5.6117	2.07
$α$	0.0802	2.93
$β$	0.7506	7.84
$γ_{1}$	3.5486	4.92
$γ_{2}$	-5.4566	-5.74
$γ_{3}$	3.0909	6.31
$γ_{4}$	-1.7672	-3.74
$γ_{5}$	1.9101	2.53
$γ_{6}$	-2.2732	-2.81

V-Lab

Rumo SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rumo SA Analyses