CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:60.97% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0375 | 6.39 | |
| 0.1975 | 5.55 | |
| 0.5559 | 10.18 | |
| 0.1966 | 1.64 | |
| -0.2311 | -1.21 | |
| 0.0658 | 0.36 | |
| -0.1572 | -0.77 | |
| 0.4986 | 2.14 | |
| -0.9084 | -3.27 | |
| 1.0142 | 3.67 | |
| -1.1935 | -3.34 |
Estimation Period:
Mar 16, 2011 to Jan 30, 2026
Mar 16, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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