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
$m$	26
$α$	0.1168	22.80
$β$	0.6390	47.02
$γ$	0.0583	7.09
$λ_{1}$	0.1265	3.04
$λ_{2}$	0.0494	3.57
$λ_{3}$	0.9402	62.21

V-Lab

Light SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.54% (+4.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Light SA Analyses