CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
95.08%
increased by 4.79%
1 Week
100.00%
increased by 9.71%
1 Month
108.98%
increased by 18.69%
Analysis last updated: Monday, May 25, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 53.7130 | 12.42 | |
| 0.1504 | 18.60 | |
| 0.8797 | 95.09 | |
| 4.4334 | 7.52 |
Estimation Period:
Mar 16, 2011 to May 22, 2026
Mar 16, 2011 to May 22, 2026
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