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
$ω$	0.8370	2.67
$α$	0.1142	5.26
$β$	0.7717	19.17
$γ_{1}$	-0.5398	-1.26
$γ_{2}$	0.8988	1.48
$γ_{3}$	-0.6988	-1.89
$γ_{4}$	0.8746	2.70
$γ_{5}$	-1.1092	-4.17
$γ_{6}$	0.8661	4.02
$γ_{7}$	-0.2913	-1.55
$γ_{8}$	-0.2731	-1.45
$γ_{9}$	0.6455	3.58
$γ_{10}$	-0.5248	-3.97

V-Lab

Grazziotin Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:45.21% (-1.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grazziotin Sa Analyses