CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1584	5.83
$α$	0.1416	3.73
$β$	0.6822	12.94
$γ_{1}$	-0.1883	-0.66
$γ_{2}$	0.3257	0.63
$γ_{3}$	-0.1570	-0.35
$γ_{4}$	0.2066	0.53
$γ_{5}$	-0.4560	-1.15
$γ_{6}$	0.3839	0.98
$γ_{7}$	0.1738	0.41
$γ_{8}$	-1.0436	-2.41
$γ_{9}$	1.5352	4.02
$γ_{10}$	-1.0917	-3.45

V-Lab

CBOE Brazil ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Brazil ETF Volatility Index Analyses