CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.5444	4.18
$α$	0.4140	4.28
$β$	0.4535	6.13
$γ_{1}$	0.1835	1.96

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Paramis Hedge Fund Fundo De Investimento Imobiliario - Fii Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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