V-Lab: CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:217.58% (+117.23%)

Analysis last updated: Monday, October 13, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0349	6.17
$α$	0.2007	5.48
$β$	0.5870	10.86
$γ_{1}$	0.1916	1.45
$γ_{2}$	-0.2258	-1.04
$γ_{3}$	0.0747	0.35
$γ_{4}$	-0.1896	-0.81
$γ_{5}$	0.5347	2.05
$γ_{6}$	-0.8520	-2.84
$γ_{7}$	0.7106	2.67
$γ_{8}$	-0.2960	-1.87

Estimation Period:
Mar 16, 2011 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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