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
$ω$	0.5424	3.96
$α$	0.1997	3.47
$β$	0.2453	2.36
$γ_{1}$	0.0016	0.00
$γ_{2}$	-0.5785	-0.69
$γ_{3}$	1.2324	0.96
$γ_{4}$	-1.4157	-1.02
$γ_{5}$	1.0836	1.02
$γ_{6}$	0.4636	0.72
$γ_{7}$	-2.1666	-3.50
$γ_{8}$	2.3307	3.09
$γ_{9}$	-1.1882	-1.80
$γ_{10}$	-2.6810	-3.65

V-Lab

Sinqia Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sinqia Sa Analyses