V-Lab
V-Lab
CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:103.52% (+2.21%)
Analysis last updated: Monday, June 30, 2025 at 11:38 AM UTC
Date Range:

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graph of CBOE Emerging Market Markets Volatility Index GJR-GARCH
paramt-stat
ω5.000017.45
α0.246816.34
β0.766282.63
γ-0.2035-9.80
Estimation Period:
Mar 16, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts