V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:129.13% (-12.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.42 | |
| 0.2479 | 16.36 | |
| 0.7663 | 82.47 | |
| -0.2054 | -9.87 |
Estimation Period:
Mar 16, 2011 to Jun 6, 2025
Mar 16, 2011 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices