V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:91.91% (-5.42%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.2891 | 11.27 | |
| 0.1411 | 17.52 | |
| 0.8880 | 95.08 | |
| 4 | 7.11 |
Estimation Period:
Mar 16, 2011 to Jan 17, 2025
Mar 16, 2011 to Jan 17, 2025
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