CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.1731	9.94***
α ARCH Response to squared shocks	0.1026	15.74***
β GARCH Volatility persistence	0.9092	92.90***
ν DF Student-t tail thickness	4.4034	5.41***

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CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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