CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	4.6224	5.89
$α$	0.0826	8.00
$β$	0.8854	75.26
$γ_{1}$	0.0356	5.36
$γ_{2}$	-0.0378	-4.18
$γ_{3}$	0.0019	0.39
$γ_{4}$	0.0029	0.93

V-Lab

Ibovespa Brasil Sao Paulo Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses