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 Friday, June 13th, 2025:131.26% (-18.17%)

Analysis last updated: Friday, June 13, 2025 at 11:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4643	15.76
$α$	0.2706	19.84
$β$	0.8840	125.65
$γ$	0.1373	11.14

Estimation Period:
Mar 16, 2011 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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