CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:63.18% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0359 | 6.41 | |
| 0.1962 | 5.50 | |
| 0.5569 | 10.16 | |
| 0.1981 | 1.63 | |
| -0.2328 | -1.20 | |
| 0.0683 | 0.36 | |
| -0.1666 | -0.80 | |
| 0.5160 | 2.20 | |
| -0.9237 | -3.31 | |
| 1.0172 | 3.65 | |
| -1.1762 | -3.09 |
Estimation Period:
Mar 16, 2011 to Jan 9, 2026
Mar 16, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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