CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:91.61% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0377 | 6.10 | |
| 0.2021 | 5.57 | |
| 0.5904 | 10.83 | |
| 0.1865 | 1.46 | |
| -0.2208 | -1.08 | |
| 0.0691 | 0.35 | |
| -0.1646 | -0.74 | |
| 0.4901 | 1.95 | |
| -0.8226 | -2.79 | |
| 0.7122 | 2.68 | |
| -0.2999 | -2.02 |
Estimation Period:
Mar 16, 2011 to Jan 2, 2026
Mar 16, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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