CBOE Brazil ETF Volatility Index

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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1071	6.53***
αARCH	0.3727	7.23***
βGARCH	0.9360	83.74***
γleverage	0.0522	1.17

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1071	6.53***
α ARCH Response to squared shocks	0.3727	7.23***
β GARCH Volatility persistence	0.9360	83.74***
γ leverage Additional response to negative shocks	0.0522	1.17

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