V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:149.38% (-29.08%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.2469 | 11.25 | |
| 0.1410 | 17.48 | |
| 0.8891 | 95.91 | |
| 4 | 7.08 |
Estimation Period:
Mar 16, 2011 to Dec 13, 2024
Mar 16, 2011 to Dec 13, 2024
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