CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
73.91%
increased by 4.85%
1 Week
75.17%
increased by 6.11%
1 Month
77.99%
increased by 8.93%
Analysis last updated: Friday, May 29, 2026 at 07:36 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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