CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:97.34% (-5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.76 | |
| 0.2445 | 16.35 | |
| 0.7660 | 83.85 | |
| -0.2015 | -9.81 |
Estimation Period:
Mar 16, 2011 to Nov 28, 2025
Mar 16, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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