V-Lab

CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:134.23% (-4.53%)
Analysis last updated: Friday, May 30, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Emerging Market Markets Volatility Index S0GARCH
paramt-stat
ω0.99646.53
α0.19685.42
β0.55829.76
γ10.11920.54
γ2-0.0277-0.07
γ3-0.2101-0.59
γ40.21960.74
γ5-0.2737-1.06
γ60.68282.16
γ7-1.2496-3.12
γ81.26243.41
γ9-0.6953-3.08
Estimation Period:
Mar 16, 2011 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts