CBOE Emerging Market Markets Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
109.66%
decreased by 3.05%
1 Week
112.42%
decreased by 0.29%
1 Month
118.98%
increased by 6.27%
Analysis last updated: Friday, May 8, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.60 | |
| 0.1716 | 21.66 | |
| 0.7511 | 77.97 |
Estimation Period:
Mar 16, 2011 to May 1, 2026
Mar 16, 2011 to May 1, 2026
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