CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.8989	3.24
$α$	0.0726	5.69
$β$	0.8856	40.99
$γ_{1}$	-0.3211	-5.06
$γ_{2}$	0.4849	3.68
$γ_{3}$	-0.2471	-2.14
$γ_{4}$	0.1438	2.11
$γ_{5}$	-0.1353	-2.80
$γ_{6}$	0.1774	3.90
$γ_{7}$	-0.1658	-3.53
$γ_{8}$	0.0664	1.09
$γ_{9}$	-0.0363	-0.44
$γ_{10}$	0.1796	1.86

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Banco do Brasil SA Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Banco do Brasil SA Analyses