CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.3180	29.84
$β$	0.4894	17.71
$γ$	-0.2305	-16.42
$λ_{1}$	0.5382	1.06
$λ_{2}$	0.5671	1.04
$λ_{3}$	0.1709	0.22

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Fundo Campus Faria Lima MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fundo Campus Faria Lima Analyses