CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:90.68% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.6004 | 12.26 | |
| 0.1517 | 18.54 | |
| 0.8809 | 95.57 | |
| 4.4476 | 7.50 |
Estimation Period:
Mar 16, 2011 to Jan 30, 2026
Mar 16, 2011 to Jan 30, 2026
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices