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	1.0449	1.93*
αARCH	0.4445	5.49***
βGARCH	0.6938	4.23***
γleverage	-0.0178	-0.08

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0449	1.93*
α ARCH Response to squared shocks	0.4445	5.49***
β GARCH Volatility persistence	0.6938	4.23***
γ leverage Additional response to negative shocks	-0.0178	-0.08

V-Lab

FII Vida Nova EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FII Vida Nova Analyses