CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	4.6193	5.89
$α$	0.0825	8.01
$β$	0.8854	75.30
$γ_{1}$	0.0354	5.35
$γ_{2}$	-0.0376	-4.17
$γ_{3}$	0.0017	0.35
$γ_{4}$	0.0031	0.99

V-Lab

Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses