CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:212.56% (-41.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2862 | 26.43 | |
| 0.6424 | 43.98 | |
| -0.2493 | -14.21 | |
| 0.3194 | 1.05 | |
| 0.0115 | 2.09 | |
| 0.9824 | 94.57 |
Estimation Period:
Mar 16, 2011 to Feb 27, 2026
Mar 16, 2011 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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