V-Lab
V-Lab
CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:70.43% (-2.30%)

Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Brazil ETF Volatility Index GAS-GARCH-T
paramt-stat
ω25.61209.73
α0.098416.08
β0.915793.09
ν55.10
Estimation Period:
Mar 16, 2011 to Aug 30, 2024