CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.7475	2.38
$α$	0.0719	1.85
$β$	0.5793	2.39
$γ_{1}$	-0.9670	-0.26
$γ_{2}$	6.5497	1.35
$γ_{3}$	-10.7430	-3.69
$γ_{4}$	8.2041	3.01
$γ_{5}$	-4.3721	-1.53
$γ_{6}$	-0.1947	-0.06
$γ_{7}$	7.6252	2.43
$γ_{8}$	-13.0272	-4.13
$γ_{9}$	9.6651	4.26

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FII RB CAPITAL I Fundo de Fundos Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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