CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:83.64% (+6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.81 | |
| 0.2463 | 16.44 | |
| 0.7649 | 83.90 | |
| -0.2040 | -9.95 |
Estimation Period:
Mar 16, 2011 to Jan 9, 2026
Mar 16, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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