CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:88.34% (-4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4845 | 16.51 | |
| 0.1671 | 21.37 | |
| 0.7122 | 70.72 | |
| -3.1270 | -9.30 |
Estimation Period:
Mar 16, 2011 to Jan 16, 2026
Mar 16, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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