V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:121.21% (-6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.3073 | 12.20 | |
| 0.1515 | 18.13 | |
| 0.8779 | 92.94 | |
| 4.4224 | 7.39 |
Estimation Period:
Mar 16, 2011 to May 23, 2025
Mar 16, 2011 to May 23, 2025
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