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, October 30th, 2025:106.53% (+14.76%)

Analysis last updated: Thursday, October 30, 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	26.56
$β$	0.6406	43.83
$γ$	-0.2560	-14.44
$λ_{1}$	0.2839	1.02
$λ_{2}$	0.0104	2.08
$λ_{3}$	0.9844	104.32

Estimation Period:
Mar 16, 2011 to Oct 24, 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