V-Lab
CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:95.10% (+9.72%)
Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.9773 | 11.41 | |
| 0.1405 | 17.44 | |
| 0.8865 | 94.97 | |
| 4 | 7.04 |
Estimation Period:
Mar 16, 2011 to Mar 7, 2025
Mar 16, 2011 to Mar 7, 2025
Other CBOE Emerging Market Markets Volatility Index Analyses