CBOE Emerging Market Markets Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:79.73% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.43 | |
| 0.1742 | 21.30 | |
| 0.7486 | 76.25 |
Estimation Period:
Mar 16, 2011 to Jan 9, 2026
Mar 16, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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