CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:89.37% (-8.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.4795 | 12.27 | |
| 0.1509 | 18.53 | |
| 0.8811 | 95.96 | |
| 4.4520 | 7.47 |
Estimation Period:
Mar 16, 2011 to Feb 13, 2026
Mar 16, 2011 to Feb 13, 2026
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices