CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.81% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2883 | 26.52 | |
| 0.6435 | 44.52 | |
| -0.2519 | -14.36 | |
| 0.3095 | 1.05 | |
| 0.0111 | 2.10 | |
| 0.9830 | 97.83 |
Estimation Period:
Mar 16, 2011 to Jan 30, 2026
Mar 16, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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