CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:147.00% (-20.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6045 | 16.46 | |
| 0.1687 | 21.43 | |
| 0.7102 | 70.43 | |
| -3.1236 | -9.16 |
Estimation Period:
Mar 16, 2011 to Oct 17, 2025
Mar 16, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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