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 Wednesday, December 17th, 2025:107.39% (-8.16%)

Analysis last updated: Wednesday, December 17, 2025 at 12:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0356	6.13
$α$	0.2015	5.55
$β$	0.5875	10.78
$γ_{1}$	0.1874	1.46
$γ_{2}$	-0.2212	-1.07
$γ_{3}$	0.0691	0.34
$γ_{4}$	-0.1680	-0.75
$γ_{5}$	0.4984	1.98
$γ_{6}$	-0.8329	-2.83
$γ_{7}$	0.7259	2.75
$γ_{8}$	-0.3160	-2.11

Estimation Period:
Mar 16, 2011 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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