V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:104.24% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.6101 | 12.18 | |
| 0.1524 | 18.23 | |
| 0.8797 | 94.25 | |
| 4.4480 | 7.43 |
Estimation Period:
Mar 16, 2011 to Jun 27, 2025
Mar 16, 2011 to Jun 27, 2025
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