V-Lab
CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:179.90% (-30.61%)
Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2197 | 23.71 | |
| 0.6293 | 34.50 | |
| -0.1748 | -14.57 | |
| 8.3723 | 0.41 | |
| 0.3137 | 0.40 | |
| 0.3415 | 0.21 |
Estimation Period:
Mar 16, 2011 to Aug 30, 2024
Mar 16, 2011 to Aug 30, 2024
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