V-Lab

CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:132.68% (+9.72%)
Analysis last updated: Monday, May 19, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Emerging Market Markets Volatility Index S0GARCH
paramt-stat
ω0.99056.49
α0.19575.38
β0.56249.86
γ10.11120.50
γ2-0.0162-0.04
γ3-0.2171-0.60
γ40.22920.77
γ5-0.2903-1.13
γ60.70402.21
γ7-1.2591-3.12
γ81.24553.35
γ9-0.6675-2.92
Estimation Period:
Mar 16, 2011 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts