CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:92.48% (-12.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.0572 | 12.27 | |
| 0.1522 | 18.51 | |
| 0.8802 | 94.94 | |
| 4.4471 | 7.49 |
Estimation Period:
Mar 16, 2011 to Nov 28, 2025
Mar 16, 2011 to Nov 28, 2025
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