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

V-Lab

CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 17th, 2025:109.08% (+4.55%)

Analysis last updated: Thursday, July 17, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2903	26.81
$β$	0.6396	42.67
$γ$	-0.2565	-14.44
$λ_{1}$	0.2447	0.96
$λ_{2}$	0.0109	2.15
$λ_{3}$	0.9848	110.70

Estimation Period:
Mar 16, 2011 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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