CBOE Brazil ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:130.68% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2144 | 5.12 | |
| 0.1483 | 3.72 | |
| 0.6742 | 12.68 | |
| -0.0403 | -0.37 | |
| 0.1744 | 1.10 | |
| -0.2486 | -2.26 | |
| 0.2663 | 2.50 | |
| -0.4242 | -3.26 | |
| 0.8085 | 4.44 |
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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