CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	4.6292	5.89
$α$	0.0827	8.00
$β$	0.8853	75.20
$γ_{1}$	0.0358	5.36
$γ_{2}$	-0.0380	-4.18
$γ_{3}$	0.0019	0.40
$γ_{4}$	0.0029	0.92

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