CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:109.86% (-8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.87 | |
| 0.2448 | 16.43 | |
| 0.7650 | 83.94 | |
| -0.2021 | -9.88 |
Estimation Period:
Mar 16, 2011 to Feb 13, 2026
Mar 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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