CBOE Brazil ETF Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
79.35%
decreased by 3.28%
1 Week
80.04%
decreased by 2.59%
1 Month
81.86%
decreased by 0.77%
Analysis last updated: Friday, April 10, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2329 | 12.22 | |
| 0.1840 | 13.22 | |
| 0.9305 | 179.46 | |
| 0.1129 | 9.47 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
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