CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:133.74% (-7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.7525 | 12.29 | |
| 0.1521 | 18.48 | |
| 0.8794 | 94.33 | |
| 4.4366 | 7.49 |
Estimation Period:
Mar 16, 2011 to Mar 6, 2026
Mar 16, 2011 to Mar 6, 2026
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