CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.9898	5.83
$α$	0.1398	2.94
$β$	0.4704	4.11
$γ_{1}$	-0.7241	-0.51
$γ_{2}$	3.1467	1.39
$γ_{3}$	-2.8998	-1.74
$γ_{4}$	0.5386	0.28
$γ_{5}$	-2.7662	-1.22
$γ_{6}$	2.8678	1.53
$γ_{7}$	4.5336	1.07
$γ_{8}$	-9.3495	-1.38
$γ_{9}$	5.1783	0.86
$γ_{10}$	0.9899	0.25

V-Lab

Creditex SAA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2025:2.16% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creditex SAA Analyses