V-Lab
V-Lab
CBOE Brazil ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:78.91% (-2.78%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Brazil ETF Volatility Index EGARCH
paramt-stat
ω0.268214.03
α0.212514.84
β0.9190168.20
γ0.11269.97
Estimation Period:
Mar 16, 2011 to Aug 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts