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
$ω$	0.8161	2.64
$α$	0.1110	5.21
$β$	0.7755	19.11
$γ_{1}$	-0.5745	-1.35
$γ_{2}$	0.9549	1.57
$γ_{3}$	-0.7382	-1.99
$γ_{4}$	0.9071	2.79
$γ_{5}$	-1.1353	-4.28
$γ_{6}$	0.8906	4.15
$γ_{7}$	-0.3235	-1.72
$γ_{8}$	-0.2158	-1.11
$γ_{9}$	0.5205	2.47
$γ_{10}$	-0.1998	-0.62

V-Lab

Grazziotin Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:48.39% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grazziotin Sa Analyses