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
$ω$	3.9563	5.44
$α$	0.1086	7.53
$β$	0.7965	31.61
$γ_{1}$	0.0671	1.46
$γ_{2}$	0.0218	0.31
$γ_{3}$	-0.1396	-3.05
$γ_{4}$	0.0376	1.04
$γ_{5}$	0.0068	0.18
$γ_{6}$	0.0976	2.22
$γ_{7}$	-0.1986	-3.85
$γ_{8}$	0.2050	4.19
$γ_{9}$	-0.2077	-3.55

V-Lab

Light SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.12% (+1.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Light SA Analyses