Skip to main content
V-Lab
V-Lab

CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis

Volatility prediction for Friday, September 4th, 2026

1 Day

79.52%

decreased by 6.51%

1 Week

80.37%

decreased by 5.66%

1 Month

81.28%

decreased by 4.75%

Analysis last updated: Friday, September 4, 2026 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Brazil ETF Volatility Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 16, 2011 to Aug 27, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 331% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

MF2-GARCH Model

Tap to view equation

Inverse leverage: Positive returns increase volatility 331% more than negative returns
ParamValuet-stat
mwindow31
αARCH0.2401
4.57***
βGARCH0.6211
9.71***
γleverage-0.1843
-4.43***
λ₁tau intercept0.2754
0.76
λ₂forecast adj.0.0067
1.24
λ₃tau persistence0.9825
53.04***

0.769

Persistence

3d

Half-life
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

31
α

ARCH

Response to squared shocks

0.2401
4.57***
β

GARCH

Volatility persistence

0.6211
9.71***
γ

leverage

Additional response to negative shocks

-0.1843
-4.43***
λ₁

tau intercept

Baseline long-term coefficient

0.2754
0.76
λ₂

forecast adj.

Forecast performance sensitivity

0.0067
1.24
λ₃

tau persistence

Long-term factor persistence

0.9825
53.04***

Persistence:

0.769

Half-life:

3 days