CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
112.71%
decreased by 11.59%
1 Week
113.48%
decreased by 10.82%
1 Month
114.97%
decreased by 9.33%
Analysis last updated: Monday, June 15, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 53.6339 | 12.46 | |
| 0.1504 | 18.61 | |
| 0.8794 | 95.17 | |
| 4.4357 | 7.51 |
Estimation Period:
Mar 16, 2011 to Jun 12, 2026
Mar 16, 2011 to Jun 12, 2026
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