V-Lab: CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis

V-Lab

CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:72.89% (+0.63%)

Analysis last updated: Tuesday, September 16, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4546	15.76
$α$	0.2726	20.28
$β$	0.8861	128.18
$γ$	0.1344	11.07

Estimation Period:
Mar 16, 2011 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses
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