CBOE Emerging Market Markets Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:105.84% (+11.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.37 | |
| 0.1731 | 21.26 | |
| 0.7499 | 76.66 |
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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