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
$ω$	0.6881	6.97
$α$	0.0687	4.39
$β$	0.8218	23.86
$γ_{1}$	-0.3758	-3.21
$γ_{2}$	0.4577	2.59
$γ_{3}$	-0.0838	-0.65
$γ_{4}$	0.1387	1.02
$γ_{5}$	-0.2759	-1.72
$γ_{6}$	0.1203	0.78
$γ_{7}$	0.1849	1.03
$γ_{8}$	-0.4385	-1.75
$γ_{9}$	0.6705	2.28

V-Lab

M Dias Branco Sa Ind Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.62% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other M Dias Branco Sa Ind Analyses