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
$ω$	1.3881	2.88
$α$	0.1696	4.74
$β$	0.6769	10.62
$γ_{1}$	-1.7167	-1.24
$γ_{2}$	0.9299	0.47
$γ_{3}$	5.0061	3.47
$γ_{4}$	-8.2801	-4.16
$γ_{5}$	6.1440	2.70
$γ_{6}$	-2.3508	-1.28
$γ_{7}$	-0.2926	-0.21
$γ_{8}$	0.7052	0.53
$γ_{9}$	-0.0485	-0.05

V-Lab

Capitania Securities II Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.28% (+1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitania Securities II Fund Analyses