CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:90.98% (-9.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.7446 | 12.38 | |
| 0.1516 | 18.44 | |
| 0.8791 | 94.89 | |
| 4.4509 | 7.45 |
Estimation Period:
Mar 16, 2011 to Dec 24, 2025
Mar 16, 2011 to Dec 24, 2025
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