CBOE Brazil ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:65.28% (-0.88%)
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
News Impact Curve
Volatility Forecasts
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