V-Lab
CBOE Brazil ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:72.33% (-2.72%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2898 | 7.85 | |
| 0.1129 | 3.96 | |
| 0.7453 | 13.17 | |
| 0.0504 | 3.48 | |
| -0.0644 | -3.56 |
Estimation Period:
Mar 16, 2011 to Nov 19, 2021
Mar 16, 2011 to Nov 19, 2021
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