CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
64.06%
decreased by 4.64%
1 Week
67.21%
decreased by 1.49%
1 Month
73.93%
increased by 5.23%
Analysis last updated: Friday, June 19, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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