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
$ω$	0.7476	3.39
$α$	0.0973	3.06
$β$	0.7955	15.28
$γ_{1}$	1.0682	0.81
$γ_{2}$	-1.2251	-0.64
$γ_{3}$	0.9828	0.71
$γ_{4}$	-3.1219	-2.23
$γ_{5}$	5.6224	3.76
$γ_{6}$	-6.7088	-3.56
$γ_{7}$	5.6232	2.76
$γ_{8}$	-3.5167	-2.13
$γ_{9}$	1.9246	1.21
$γ_{10}$	-7.5964	-2.32

V-Lab

Serena Energia SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Serena Energia SA Analyses