V-Lab
CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:55.35% (-1.61%)
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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