CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.1006	2.43
$α$	0.3895	1.93
$β$	0.0000	0.00
$γ_{1}$	0.7721	0.08
$γ_{2}$	45.6808	2.32
$γ_{3}$	-136.4253	-4.48
$γ_{4}$	156.4396	3.43
$γ_{5}$	-18.9174	-0.49
$γ_{6}$	-783.2220	-46.92
$γ_{7}$	2,292.5230	453.43
$γ_{8}$	-2,867.2300	-341.65
$γ_{9}$	1,885.9200	65.62
$γ_{10}$	-723.1852	-23.32

V-Lab

Credicorp Capital Peru SAA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:2,460,244.52% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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