CBOE Brazil ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:77.84% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1584 | 5.83 | |
| 0.1416 | 3.73 | |
| 0.6822 | 12.94 | |
| -0.1883 | -0.66 | |
| 0.3257 | 0.63 | |
| -0.1570 | -0.35 | |
| 0.2066 | 0.53 | |
| -0.4560 | -1.15 | |
| 0.3839 | 0.98 | |
| 0.1738 | 0.41 | |
| -1.0436 | -2.41 | |
| 1.5352 | 4.02 | |
| -1.0917 | -3.45 |
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Mar 16, 2011 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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