CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	4.6053	6.02
$α$	0.0833	7.87
$β$	0.8826	71.31
$γ_{1}$	0.0374	5.71
$γ_{2}$	-0.0422	-4.71
$γ_{3}$	0.0100	1.78
$γ_{4}$	-0.0171	-1.91

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses