CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:96.43% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4542 | 15.92 | |
| 0.2678 | 20.14 | |
| 0.8858 | 129.26 | |
| 0.1368 | 11.36 |
Estimation Period:
Mar 16, 2011 to Feb 13, 2026
Mar 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices