V-Lab
CBOE Brazil ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:68.78% (-2.85%)
Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6021 | 16.50 | |
| 0.1885 | 14.33 | |
| 0.7839 | 91.07 | |
| -0.1487 | -9.74 |
Estimation Period:
Mar 16, 2011 to Aug 30, 2024
Mar 16, 2011 to Aug 30, 2024
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