V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:84.62% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.72 | |
| 0.2486 | 16.45 | |
| 0.7634 | 82.46 | |
| -0.2024 | -9.76 |
Estimation Period:
Mar 16, 2011 to Sep 12, 2025
Mar 16, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices