V-Lab: CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:121.60% (-16.75%)

Analysis last updated: Thursday, November 20, 2025 at 12:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2908	26.49
$β$	0.6398	43.44
$γ$	-0.2535	-14.29
$λ_{1}$	0.2977	1.02
$λ_{2}$	0.0108	2.07
$λ_{3}$	0.9837	100.03

Estimation Period:
Mar 16, 2011 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T