CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:137.85% (-5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.86 | |
| 0.2468 | 16.60 | |
| 0.7653 | 84.64 | |
| -0.2055 | -10.09 |
Estimation Period:
Mar 16, 2011 to Mar 6, 2026
Mar 16, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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