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
$ω$	1.6306	1.87
$α$	0.1300	8.43
$β$	0.8058	37.36
$γ_{1}$	-0.1463	-0.66
$γ_{2}$	0.4072	1.45
$γ_{3}$	-0.5087	-4.44
$γ_{4}$	0.3847	3.68
$γ_{5}$	-0.1769	-1.93
$γ_{6}$	0.0287	0.36
$γ_{7}$	0.0133	0.17
$γ_{8}$	0.0178	0.23
$γ_{9}$	-0.0197	-0.34

V-Lab

Itausa SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.63% (-2.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itausa SA Analyses