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, September 18th, 2025:93.76% (-1.57%)

Analysis last updated: Thursday, September 18, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2924	26.03
$β$	0.6398	43.68
$γ$	-0.2529	-14.20
$λ_{1}$	0.3297	1.03
$λ_{2}$	0.0117	2.07
$λ_{3}$	0.9822	90.53

Estimation Period:
Mar 16, 2011 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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