CBOE Brazil ETF Volatility Index
VXEWZCLS • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
26.54
Year-over-Year Change
-5.79%
Date Range
10/6/2021 - 8/5/2025
Summary
The CBOE Brazil ETF Volatility Index measures expected market volatility for Brazilian exchange-traded funds, providing insights into investor sentiment and risk perception. This index is a critical indicator of potential market turbulence and economic uncertainty in the Brazilian financial landscape.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
The volatility index represents the market's expectation of 30-day forward-looking volatility for Brazilian ETFs, derived from options pricing and market dynamics. Economists and investors use this metric to gauge potential market fluctuations and assess investment risk in the Brazilian market.
Methodology
The index is calculated using a complex options pricing model that extracts implied volatility from a range of Brazilian ETF options with different strike prices and expiration dates.
Historical Context
Financial analysts and policymakers use this volatility index to inform investment strategies, risk management decisions, and macroeconomic assessments of Brazil's financial markets.
Key Facts
- Measures expected 30-day volatility for Brazilian ETFs
- Derived from options pricing mechanisms
- Provides real-time insight into market risk perception
FAQs
Q: What does a high VXEWZCLS value indicate?
A: A high value suggests increased market uncertainty and potential significant price fluctuations in Brazilian ETFs. Investors typically interpret this as a signal of higher investment risk.
Q: How often is the VXEWZCLS updated?
A: The index is typically updated in real-time during market trading hours, providing continuous insights into market volatility expectations.
Q: Can this index predict market movements?
A: While the index provides forward-looking volatility expectations, it is not a definitive predictor of market direction, but rather an indicator of potential market uncertainty.
Q: Who uses the VXEWZCLS index?
A: Professional investors, portfolio managers, risk analysts, and financial researchers use this index to assess market conditions and make informed investment decisions.
Q: What are the limitations of this volatility index?
A: The index is based on market expectations and options pricing, which can change rapidly and may not always accurately reflect future market conditions.
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Citation
U.S. Federal Reserve, CBOE Brazil ETF Volatility Index [VXEWZCLS], retrieved from FRED.
Last Checked: 8/1/2025