V-Lab: CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis

V-Lab

CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:69.04% (-0.94%)

Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2319	23.70
$β$	0.6104	27.90
$γ$	-0.1785	-13.45
$λ_{1}$	0.8541	1.17
$λ_{2}$	0.0263	1.16
$λ_{3}$	0.9401	19.01

Estimation Period:
Mar 16, 2011 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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