CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:114.42% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2935 | 26.92 | |
| 0.6388 | 43.78 | |
| -0.2573 | -14.61 | |
| 0.3031 | 1.04 | |
| 0.0108 | 2.10 | |
| 0.9836 | 100.88 |
Estimation Period:
Mar 16, 2011 to Mar 6, 2026
Mar 16, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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