CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Param	Value	t-stat
ωconst	7.9195	3.46***
αARCH	0.2953	4.06***
βGARCH	0.4204	9.32***
γleverage	-0.1483	-0.16

Parameter	Value	t-statistic
ω const Unconditional variance weight	7.9195	3.46***
α ARCH Response to squared shocks	0.2953	4.06***
β GARCH Volatility persistence	0.4204	9.32***
γ leverage Additional response to negative shocks	-0.1483	-0.16

V-Lab

FII Vida Nova AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FII Vida Nova Analyses