V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:117.47% (-9.89%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.64 | |
| 0.2228 | 14.56 | |
| 0.7726 | 74.93 | |
| -0.1917 | -8.65 |
Estimation Period:
Mar 16, 2011 to Apr 19, 2024
Mar 16, 2011 to Apr 19, 2024
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