CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:167.29% (-15.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4600 | 15.91 | |
| 0.2702 | 20.16 | |
| 0.8848 | 127.91 | |
| 0.1371 | 11.27 |
Estimation Period:
Mar 16, 2011 to Oct 17, 2025
Mar 16, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices