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 Tuesday, October 28th, 2025:111.51% (-1.19%)

Analysis last updated: Tuesday, October 28, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0333	6.18
$α$	0.2009	5.51
$β$	0.5849	10.80
$γ_{1}$	0.1902	1.45
$γ_{2}$	-0.2234	-1.04
$γ_{3}$	0.0720	0.34
$γ_{4}$	-0.1848	-0.79
$γ_{5}$	0.5285	2.05
$γ_{6}$	-0.8498	-2.84
$γ_{7}$	0.7149	2.70
$γ_{8}$	-0.3005	-1.93

Estimation Period:
Mar 16, 2011 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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