CBOE Brazil ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
80.69%
decreased by 4.24%
1 Week
80.88%
decreased by 4.05%
1 Month
81.24%
decreased by 3.69%
Analysis last updated: Friday, April 10, 2026 at 07:42 PM 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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