CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:96.06% (-9.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.0474 | 12.28 | |
| 0.1537 | 18.54 | |
| 0.8800 | 95.28 | |
| 4.4597 | 7.52 |
Estimation Period:
Mar 16, 2011 to Oct 31, 2025
Mar 16, 2011 to Oct 31, 2025
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