CBOE Brazil ETF Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
81.38%
decreased by 2.08%
1 Week
81.82%
decreased by 1.64%
1 Month
82.96%
decreased by 0.50%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM 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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