V-Lab
V-Lab
CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:127.33% (-10.83%)
Analysis last updated: Friday, July 4, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE Emerging Market Markets Volatility Index EGARCH
paramt-stat
ω0.463815.76
α0.270619.96
β0.8841125.89
γ0.136311.14
Estimation Period:
Mar 16, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts