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
$ω$	4.9401	2.98
$α$	0.0929	6.09
$β$	0.7655	17.00
$γ_{1}$	0.2438	2.89
$γ_{2}$	-0.2030	-1.83
$γ_{3}$	-0.1432	-2.51
$γ_{4}$	0.2354	5.25
$γ_{5}$	-0.2588	-7.04
$γ_{6}$	0.1998	5.07
$γ_{7}$	-0.0540	-0.63

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Souza Cruz Ltda Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Souza Cruz Ltda Analyses