CBOE Emerging Market Markets Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:91.20% (-5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.57 | |
| 0.1734 | 21.34 | |
| 0.7489 | 76.47 |
Estimation Period:
Mar 16, 2011 to Feb 13, 2026
Mar 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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