CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:113.71% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.86 | |
| 0.2458 | 16.43 | |
| 0.7649 | 84.09 | |
| -0.2033 | -9.92 |
Estimation Period:
Mar 16, 2011 to Jan 30, 2026
Mar 16, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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