V-Lab

CBOE Brazil ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:90.04% (-1.32%)
Analysis last updated: Friday, May 2, 2025 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE Brazil ETF Volatility Index S0GARCH
paramt-stat
ω1.15845.83
α0.14163.73
β0.682212.94
γ1-0.1883-0.66
γ20.32570.63
γ3-0.1570-0.35
γ40.20660.53
γ5-0.4560-1.15
γ60.38390.98
γ70.17380.41
γ8-1.0436-2.41
γ91.53524.02
γ10-1.0917-3.45
Estimation Period:
Mar 16, 2011 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts