CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:121.47% (+38.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.0927 | 11.87 | |
| 0.1513 | 18.36 | |
| 0.8834 | 95.46 | |
| 4.4305 | 7.51 |
Estimation Period:
Mar 16, 2011 to Oct 10, 2025
Mar 16, 2011 to Oct 10, 2025
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