V-Lab
CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:121.50% (-14.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8141 | 16.51 | |
| 0.1696 | 21.42 | |
| 0.7068 | 70.27 | |
| -3.1183 | -9.12 |
Estimation Period:
Mar 16, 2011 to Jul 3, 2025
Mar 16, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices