CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:56.63% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2319 | 23.70 | |
| 0.6104 | 27.90 | |
| -0.1785 | -13.45 | |
| 0.8541 | 1.17 | |
| 0.0263 | 1.16 | |
| 0.9401 | 19.01 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Brazil ETF Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices