CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.0141	9.00
$α$	0.0000	0.00
$β$	0.9936	6.73
$γ_{1}$	-2.3199	-0.24
$γ_{2}$	3.1927	0.37
$γ_{3}$	-0.0305	-0.01
$γ_{4}$	-1.9425	-1.42
$γ_{5}$	1.5514	1.86

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Nu Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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