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

V-Lab

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

Volatility Prediction for Wednesday, July 30th, 2025:109.95% (-5.11%)

Analysis last updated: Wednesday, July 30, 2025 at 11:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9979	6.45
$α$	0.1994	5.55
$β$	0.5620	9.95
$γ_{1}$	0.1244	0.58
$γ_{2}$	-0.0451	-0.12
$γ_{3}$	-0.1805	-0.51
$γ_{4}$	0.1737	0.57
$γ_{5}$	-0.1964	-0.75
$γ_{6}$	0.5777	1.85
$γ_{7}$	-1.1678	-2.93
$γ_{8}$	1.2404	3.35
$γ_{9}$	-0.6990	-3.29

Estimation Period:
Mar 16, 2011 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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