CBOE Brazil ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	4.5971	6.02
$α$	0.0827	7.88
$β$	0.8834	72.10
$γ_{1}$	0.0370	5.69
$γ_{2}$	-0.0416	-4.68
$γ_{3}$	0.0096	1.73
$γ_{4}$	-0.0166	-1.85

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ibovespa Brasil Sao Paulo Stock Exchange Index Analyses