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
$ω$	1.5782	1.86
$α$	0.1287	8.33
$β$	0.8047	36.36
$γ_{1}$	-0.1661	-0.75
$γ_{2}$	0.4378	1.57
$γ_{3}$	-0.5267	-4.64
$γ_{4}$	0.3970	3.87
$γ_{5}$	-0.1831	-2.03
$γ_{6}$	0.0241	0.30
$γ_{7}$	0.0376	0.48
$γ_{8}$	-0.0448	-0.54
$γ_{9}$	0.1459	1.23

V-Lab

Itausa SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:32.70% (-2.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itausa SA Analyses