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
$ω$	0.7254	7.35
$α$	0.0661	4.10
$β$	0.8250	23.46
$γ_{1}$	-0.2796	-3.14
$γ_{2}$	0.3381	2.57
$γ_{3}$	-0.0011	-0.01
$γ_{4}$	-0.0235	-0.25
$γ_{5}$	-0.1717	-1.32
$γ_{6}$	0.2916	1.83
$γ_{7}$	-0.2797	-1.57
$γ_{8}$	0.1710	1.22

V-Lab

M Dias Branco Sa Ind Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.85% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other M Dias Branco Sa Ind Analyses