V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:90.63% (+7.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.6205 | 12.26 | |
| 0.1531 | 18.23 | |
| 0.8787 | 93.94 | |
| 4.4540 | 7.43 |
Estimation Period:
Mar 16, 2011 to Jul 11, 2025
Mar 16, 2011 to Jul 11, 2025
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