V-Lab
CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:122.79% (-13.84%)
Analysis last updated: Thursday, April 25, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0302 | 18.06 | |
| 0.1536 | 19.13 | |
| 0.7066 | 65.77 | |
| -3.1194 | -8.32 |
Estimation Period:
Mar 16, 2011 to Apr 19, 2024
Mar 16, 2011 to Apr 19, 2024
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