CBOE Brazil ETF Volatility Index

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Param	Value	t-stat
ωconst	0.2710	1.82*
αARCH	0.2720	5.43***
βGARCH	0.6062	7.47***
γleverage	0.0718	1.13
δpower	2.2743	3.48***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2710	1.82*
α ARCH Response to squared shocks	0.2720	5.43***
β GARCH Volatility persistence	0.6062	7.47***
γ leverage Additional response to negative shocks	0.0718	1.13
δ power Transformation power	2.2743	3.48***

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