CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2800	4.37
$α$	0.1070	3.07
$β$	0.3044	1.49
$γ_{1}$	-0.7500	-0.67
$γ_{2}$	1.5360	0.79
$γ_{3}$	-0.6087	-0.29
$γ_{4}$	-3.1319	-1.60
$γ_{5}$	5.7421	4.58
$γ_{6}$	-2.9647	-3.31
$γ_{7}$	-1.6375	-1.97
$γ_{8}$	3.8961	3.92
$γ_{9}$	-4.3347	-3.46
$γ_{10}$	4.2382	2.63

V-Lab

Irb-Brasil Ressegu Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.96% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Irb-Brasil Ressegu Analyses