CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:64.34% (-6.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0376 | 6.37 | |
| 0.1967 | 5.56 | |
| 0.5591 | 10.26 | |
| 0.1957 | 1.63 | |
| -0.2301 | -1.22 | |
| 0.0645 | 0.35 | |
| -0.1522 | -0.75 | |
| 0.4887 | 2.11 | |
| -0.8974 | -3.24 | |
| 1.0050 | 3.64 | |
| -1.1792 | -3.42 |
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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