V-Lab
CBOE Brazil ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:53.02% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 8.76 | |
| 0.0560 | 25.47 | |
| 0.9440 | 346.55 | |
| -0.9915 | -91.79 | |
| 0.5000 | 11.68 |
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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