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
$m$	91
$α$	0.2546	4.86
$β$	0.7613	12.69
$γ$	-0.0320	-1.06
$λ_{1}$	6.9035	16.51
$λ_{2}$	0.0005	0.86
$λ_{3}$	0.9994	1,461.10

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Joao Fortes Engenharia Sa MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:75.69% (-6.27%)

Date Range:

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