CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.9646	3.35
$α$	0.0724	5.71
$β$	0.8879	42.57
$γ_{1}$	-0.2893	-4.48
$γ_{2}$	0.4325	3.23
$γ_{3}$	-0.2086	-1.79
$γ_{4}$	0.1098	1.60
$γ_{5}$	-0.1035	-2.11
$γ_{6}$	0.1475	3.15
$γ_{7}$	-0.1360	-2.83
$γ_{8}$	0.0267	0.43
$γ_{9}$	0.0385	0.45
$γ_{10}$	-0.0102	-0.14

V-Lab

Banco do Brasil SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Banco do Brasil SA Analyses