CBOE Brazil ETF Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2416	7.29
$α$	0.0081	0.37
$β$	0.4734	0.44
$γ_{1}$	-3.9890	-3.53
$γ_{2}$	5.0734	2.90
$γ_{3}$	-0.6481	-0.50
$γ_{4}$	0.8578	0.65
$γ_{5}$	-3.3738	-2.02
$γ_{6}$	3.0410	2.14

V-Lab

Nu Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:36.52% (-1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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