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
$ω$	1.5807	5.07
$α$	0.2196	5.28
$β$	0.6600	12.95
$γ_{1}$	-0.0098	-0.07
$γ_{2}$	-0.1388	-0.58
$γ_{3}$	0.5672	2.98
$γ_{4}$	-0.7846	-4.32
$γ_{5}$	0.6111	3.09
$γ_{6}$	-0.3782	-1.97
$γ_{7}$	0.1844	0.86
$γ_{8}$	-0.0489	-0.21
$γ_{9}$	-0.1615	-0.47

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Joao Fortes Engenharia Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:58.86% (-5.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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