V-Lab
CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:106.23% (-3.52%)
Analysis last updated: Monday, April 29, 2024 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4841 | 14.79 | |
| 0.2504 | 16.86 | |
| 0.8763 | 108.79 | |
| 0.1324 | 9.77 |
Estimation Period:
Mar 16, 2011 to Apr 26, 2024
Mar 16, 2011 to Apr 26, 2024
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