CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:85.31% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2895 | 26.59 | |
| 0.6419 | 44.01 | |
| -0.2538 | -14.44 | |
| 0.2965 | 1.03 | |
| 0.0108 | 2.08 | |
| 0.9837 | 101.08 |
Estimation Period:
Mar 16, 2011 to Dec 26, 2025
Mar 16, 2011 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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