CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:51.49% (-1.29%)
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
Other CBOE Brazil ETF Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices