CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:106.53% (+14.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2927 | 26.56 | |
| 0.6406 | 43.83 | |
| -0.2560 | -14.44 | |
| 0.2839 | 1.02 | |
| 0.0104 | 2.08 | |
| 0.9844 | 104.32 | 
Estimation Period:
Mar 16, 2011 to Oct 24, 2025
Mar 16, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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