CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
120.91%
increased by 0.35%
1 Week
124.13%
increased by 3.57%
1 Month
128.25%
increased by 7.69%
Analysis last updated: Wednesday, April 1, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0439 | 6.05 | |
| 0.2043 | 5.67 | |
| 0.5930 | 10.81 | |
| 0.1837 | 1.49 | |
| -0.2169 | -1.12 | |
| 0.0581 | 0.32 | |
| -0.1254 | -0.60 | |
| 0.4199 | 1.73 | |
| -0.7644 | -2.63 | |
| 0.7069 | 2.57 | |
| -0.3214 | -2.09 |
Estimation Period:
Mar 16, 2011 to Mar 27, 2026
Mar 16, 2011 to Mar 27, 2026
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