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, November 10th, 2025:93.95% (-5.88%)

Analysis last updated: Monday, November 10, 2025 at 12:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2915	26.50
$β$	0.6399	43.52
$γ$	-0.2544	-14.34
$λ_{1}$	0.2943	1.02
$λ_{2}$	0.0107	2.07
$λ_{3}$	0.9839	101.13

Estimation Period:
Mar 16, 2011 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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