V-Lab
V-Lab
CBOE Brazil ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:65.31% (-2.42%)
Analysis last updated: Friday, September 12, 2025 at 11:08 PM UTC
Date Range:

from

to

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1Y ·

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graph of CBOE Brazil ETF Volatility Index GARCH
paramt-stat
ω3.861019.39
α0.143416.81
β0.716464.19
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts