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
$ω$	2.1865	3.28
$α$	0.0742	3.70
$β$	0.6866	4.76
$γ_{1}$	0.0829	0.22
$γ_{2}$	0.3166	0.52
$γ_{3}$	-0.9426	-2.06
$γ_{4}$	1.0612	2.22
$γ_{5}$	-1.0744	-1.65
$γ_{6}$	1.5836	2.58
$γ_{7}$	-2.0679	-5.61
$γ_{8}$	1.5133	7.10
$γ_{9}$	-0.5736	-4.20

V-Lab

Pettenati Sa Industria Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:41.55% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pettenati Sa Industria Analyses