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 Friday, July 11th, 2025:111.96% (-6.72%)

Analysis last updated: Friday, July 11, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2903	26.87
$β$	0.6405	42.92
$γ$	-0.2572	-14.49
$λ_{1}$	0.2391	0.96
$λ_{2}$	0.0109	2.16
$λ_{3}$	0.9849	112.55

Estimation Period:
Mar 16, 2011 to Jul 3, 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