CBOE Brazil ETF Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
190.75%
decreased by 29.37%
1 Week
172.39%
decreased by 47.73%
1 Month
131.35%
decreased by 88.77%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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