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
$ω$	4.0384	5.42
$α$	0.1076	7.56
$β$	0.8029	33.19
$γ_{1}$	0.0749	1.61
$γ_{2}$	0.0084	0.12
$γ_{3}$	-0.1290	-2.76
$γ_{4}$	0.0285	0.77
$γ_{5}$	0.0153	0.39
$γ_{6}$	0.0865	1.92
$γ_{7}$	-0.1792	-3.41
$γ_{8}$	0.1637	3.54
$γ_{9}$	-0.1011	-3.76

V-Lab

Light SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:55.96% (-2.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Light SA Analyses