CBOE Brazil ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
77.27%
decreased by 5.19%
1 Week
78.18%
increased by 0.91%
1 Month
79.97%
increased by 2.70%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
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
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