CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:82.94% (+10.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.6535 | 12.25 | |
| 0.1519 | 18.54 | |
| 0.8806 | 95.22 | |
| 4.4440 | 7.51 |
Estimation Period:
Mar 16, 2011 to Jan 9, 2026
Mar 16, 2011 to Jan 9, 2026
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