V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:115.12% (-20.09%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 48.9778 | 12.80 | |
| 0.1426 | 15.97 | |
| 0.8632 | 83.41 | |
| 5 | 6.28 |
Estimation Period:
Mar 16, 2011 to Apr 19, 2024
Mar 16, 2011 to Apr 19, 2024
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