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 Monday, June 30th, 2025:111.06% (+6.13%)

Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2912	26.78
$β$	0.6404	42.87
$γ$	-0.2581	-14.52
$λ_{1}$	0.2450	0.96
$λ_{2}$	0.0109	2.15
$λ_{3}$	0.9848	110.60

Estimation Period:
Mar 16, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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