CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:88.84% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2873 | 26.49 | |
| 0.6430 | 44.29 | |
| -0.2507 | -14.30 | |
| 0.3118 | 1.05 | |
| 0.0112 | 2.09 | |
| 0.9829 | 96.98 |
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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