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
$ω$	4.8872	2.97
$α$	0.0933	5.91
$β$	0.7607	16.37
$γ_{1}$	0.2413	2.86
$γ_{2}$	-0.1998	-1.81
$γ_{3}$	-0.1446	-2.55
$γ_{4}$	0.2385	5.35
$γ_{5}$	-0.2681	-7.29
$γ_{6}$	0.2235	5.65
$γ_{7}$	-0.1143	-3.17

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Souza Cruz Ltda Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Souza Cruz Ltda Analyses