CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:111.51% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0333 | 6.18 | |
| 0.2009 | 5.51 | |
| 0.5849 | 10.80 | |
| 0.1902 | 1.45 | |
| -0.2234 | -1.04 | |
| 0.0720 | 0.34 | |
| -0.1848 | -0.79 | |
| 0.5285 | 2.05 | |
| -0.8498 | -2.84 | |
| 0.7149 | 2.70 | |
| -0.3005 | -1.93 |
Estimation Period:
Mar 16, 2011 to Oct 24, 2025
Mar 16, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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