CBOE Brazil ETF Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
71.76%
decreased by 4.60%
1 Week
74.74%
decreased by 1.62%
1 Month
79.73%
increased by 3.37%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8610 | 19.39 | |
| 0.1434 | 16.81 | |
| 0.7164 | 64.19 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
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