V-Lab
CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:95.83% (-4.34%)
Analysis last updated: Wednesday, May 1, 2024 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0634 | 18.00 | |
| 0.1535 | 19.20 | |
| 0.7056 | 65.93 | |
| -3.1310 | -8.34 |
Estimation Period:
Mar 16, 2011 to Apr 26, 2024
Mar 16, 2011 to Apr 26, 2024
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