CBOE Brazil ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:80.60% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0953 | 16.61 | |
| 0.1954 | 14.07 | |
| 0.7633 | 82.36 | |
| -0.1518 | -9.33 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Brazil ETF Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices