CBOE Brazil ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:104.84% (+25.06%)
Parameter 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
News Impact Curve
Volatility Forecasts
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