CBOE Brazil ETF Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.9175	5.65
$α$	0.0980	6.70
$β$	0.8568	48.95
$γ_{1}$	-0.0627	-1.04
$γ_{2}$	0.0599	0.66
$γ_{3}$	0.0908	1.48
$γ_{4}$	-0.2229	-3.38
$γ_{5}$	0.2928	4.07
$γ_{6}$	-0.2866	-4.47
$γ_{7}$	0.2062	3.21
$γ_{8}$	-0.1596	-2.17
$γ_{9}$	0.1308	2.38

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Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Petroleo Brasileiro SA Analyses