CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:116.15% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.9992 | 12.25 | |
| 0.1519 | 18.50 | |
| 0.8802 | 94.84 | |
| 4.4427 | 7.49 |
Estimation Period:
Mar 16, 2011 to Nov 26, 2025
Mar 16, 2011 to Nov 26, 2025
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