V-Lab
V-Lab
CBOE Brazil ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:93.50% (+3.95%)
Analysis last updated: Friday, May 2, 2025 at 11:53 PM UTC
Date Range:

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to

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graph of CBOE Brazil ETF Volatility Index MF2-GARCH
paramt-stat
m21
α0.231923.70
β0.610427.90
γ-0.1785-13.45
λ10.85411.17
λ20.02631.16
λ30.940119.01
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts