CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:85.24% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.9785 | 12.25 | |
| 0.1532 | 18.53 | |
| 0.8803 | 95.29 | |
| 4.4557 | 7.51 |
Estimation Period:
Mar 16, 2011 to Nov 7, 2025
Mar 16, 2011 to Nov 7, 2025
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