CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.9532	1.16
$α$	0.0988	2.97
$β$	0.7853	11.93
$γ_{1}$	7.7190	0.98
$γ_{2}$	-11.2493	-1.08
$γ_{3}$	8.2313	1.55
$γ_{4}$	-10.3604	-1.77
$γ_{5}$	11.7156	2.03
$γ_{6}$	-12.4823	-3.20
$γ_{7}$	9.9841	4.11
$γ_{8}$	-4.3743	-2.44

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FI Imobilia Unica Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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