CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:97.45% (-6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.75 | |
| 0.2461 | 16.38 | |
| 0.7655 | 83.68 | |
| -0.2031 | -9.86 |
Estimation Period:
Mar 16, 2011 to Oct 31, 2025
Mar 16, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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