CBOE Brazil ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
133.82%
decreased by 15.97%
1 Week
124.74%
decreased by 25.05%
1 Month
104.36%
decreased by 45.43%
Analysis last updated: Saturday, May 23, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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