V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:93.88% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.22 | |
| 0.2483 | 16.29 | |
| 0.7668 | 81.91 | |
| -0.2094 | -10.06 |
Estimation Period:
Mar 16, 2011 to May 2, 2025
Mar 16, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices