CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
73.97%
decreased by 7.36%
1 Week
75.22%
decreased by 6.11%
1 Month
78.01%
decreased by 3.32%
Analysis last updated: Thursday, March 26, 2026 at 03:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.1731 | 9.94 | |
| 0.1026 | 15.74 | |
| 0.9092 | 92.90 | |
| 4.4034 | 5.41 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
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