CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.3523	11.07
$α$	0.1321	26.32
$β$	0.8224	129.10
$γ$	-0.0143	-0.74
$δ$	1.6572	25.54

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Rni Negocios Imobiliarios Sa APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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