CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:82.21% (-10.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0347 | 6.40 | |
| 0.1960 | 5.47 | |
| 0.5590 | 10.22 | |
| 0.1992 | 1.62 | |
| -0.2341 | -1.19 | |
| 0.0703 | 0.37 | |
| -0.1737 | -0.82 | |
| 0.5265 | 2.21 | |
| -0.9215 | -3.26 | |
| 0.9765 | 3.42 | |
| -1.0154 | -2.48 |
Estimation Period:
Mar 16, 2011 to Dec 19, 2025
Mar 16, 2011 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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