V-Lab
CBOE Brazil ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:152.29% (-9.26%)
Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2192 | 4.99 | |
| 0.1433 | 3.69 | |
| 0.6977 | 13.65 | |
| -0.0544 | -0.46 | |
| 0.1964 | 1.16 | |
| -0.2487 | -2.09 | |
| 0.2299 | 1.94 | |
| -0.2844 | -2.09 | |
| 0.2389 | 2.22 |
Estimation Period:
Mar 16, 2011 to Aug 30, 2024
Mar 16, 2011 to Aug 30, 2024
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