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CBOE 3-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.1962	45.38
$β$	0.6908	122.75
$γ$	0.2259	27.41
$λ_{1}$	0.1737	21.55
$λ_{2}$	0.0466	12.12
$λ_{3}$	0.9513	200.57

V-Lab

ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.24% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses