CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:121.49% (+8.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.6172 | 12.37 | |
| 0.1521 | 18.48 | |
| 0.8787 | 94.33 | |
| 4.4429 | 7.48 |
Estimation Period:
Mar 16, 2011 to Mar 13, 2026
Mar 16, 2011 to Mar 13, 2026
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