CBOE Brazil ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:80.02% (-6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6242 | 17.24 | |
| 0.1338 | 19.15 | |
| 0.7370 | 98.31 | |
| -2.6947 | -12.91 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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