V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:87.83% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.51 | |
| 0.2465 | 16.36 | |
| 0.7656 | 82.52 | |
| -0.2018 | -9.73 |
Estimation Period:
Mar 16, 2011 to Jul 25, 2025
Mar 16, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices