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	param	t-stat
$m$	41
$α$	0.2895	26.44
$β$	0.6433	44.57
$γ$	-0.2531	-14.42
$λ_{1}$	0.3104	1.05
$λ_{2}$	0.0112	2.10
$λ_{3}$	0.9830	97.63

V-Lab

CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:87.74% (-2.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses