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
$ω$	0.0000	0.00
$α$	0.6172	0.00
$β$	0.3828	0.00
$γ_{1}$	10.1747	0.01
$γ_{2}$	-23.1643	-0.01
$γ_{3}$	16.8895	0.03
$γ_{4}$	-4.8019	-0.01
$γ_{5}$	2.3923	0.01
$γ_{6}$	-3.4232	-0.04
$γ_{7}$	2.8510	0.02
$γ_{8}$	-1.0790	-0.00
$γ_{9}$	0.1336	0.00
$γ_{10}$	0.2609	0.00

V-Lab

Azevedo E Travassos Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:59.80% (-7.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Azevedo E Travassos Sa Analyses