V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:87.85% (-1.11%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.90 | |
| 0.2396 | 15.63 | |
| 0.7689 | 78.57 | |
| -0.1980 | -9.23 |
Estimation Period:
Mar 16, 2011 to Jan 17, 2025
Mar 16, 2011 to Jan 17, 2025
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