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

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CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:250.09% (+159.85%)

Analysis last updated: Monday, October 13, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2927	26.28
$β$	0.6435	44.58
$γ$	-0.2561	-14.44
$λ_{1}$	0.2767	0.98
$λ_{2}$	0.0102	2.01
$λ_{3}$	0.9847	102.02

Estimation Period:
Mar 16, 2011 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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