CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:101.87% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4637 | 16.04 | |
| 0.2686 | 20.15 | |
| 0.8836 | 127.73 | |
| 0.1377 | 11.37 |
Estimation Period:
Mar 16, 2011 to Dec 12, 2025
Mar 16, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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