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
$ω$	1.4003	2.91
$α$	0.1694	4.75
$β$	0.6756	10.49
$γ_{1}$	-1.6815	-1.23
$γ_{2}$	0.8774	0.44
$γ_{3}$	5.0429	3.51
$γ_{4}$	-8.3124	-4.20
$γ_{5}$	6.1491	2.72
$γ_{6}$	-2.2901	-1.25
$γ_{7}$	-0.4863	-0.34
$γ_{8}$	1.1805	0.80
$γ_{9}$	-1.3108	-0.62

V-Lab

Capitania Securities II Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.34% (+1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitania Securities II Fund Analyses