V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:223.77% (-27.75%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.39 | |
| 0.2424 | 15.48 | |
| 0.7711 | 79.15 | |
| -0.2105 | -9.86 |
Estimation Period:
Mar 16, 2011 to Dec 13, 2024
Mar 16, 2011 to Dec 13, 2024
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