CBOE Brazil ETF Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
76.11%
decreased by 4.81%
1 Week
77.34%
decreased by 3.58%
1 Month
81.74%
increased by 0.82%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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