CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:97.88% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0408 | 6.03 | |
| 0.2024 | 5.61 | |
| 0.5977 | 11.01 | |
| 0.1831 | 1.45 | |
| -0.2174 | -1.09 | |
| 0.0653 | 0.34 | |
| -0.1474 | -0.68 | |
| 0.4567 | 1.83 | |
| -0.7914 | -2.68 | |
| 0.6938 | 2.56 | |
| -0.2869 | -1.91 |
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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