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
$ω$	2.1783	3.29
$α$	0.0733	3.67
$β$	0.6864	4.68
$γ_{1}$	0.0740	0.19
$γ_{2}$	0.3336	0.55
$γ_{3}$	-0.9594	-2.09
$γ_{4}$	1.0772	2.25
$γ_{5}$	-1.0846	-1.66
$γ_{6}$	1.5840	2.57
$γ_{7}$	-2.0528	-5.51
$γ_{8}$	1.4640	6.09
$γ_{9}$	-0.4310	-1.43

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Pettenati Sa Industria Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:48.08% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pettenati Sa Industria Analyses