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, November 18th, 2025:148.16% (+39.66%)

Analysis last updated: Tuesday, November 18, 2025 at 12:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0349	6.14
$α$	0.2015	5.53
$β$	0.5871	10.82
$γ_{1}$	0.1891	1.45
$γ_{2}$	-0.2234	-1.06
$γ_{3}$	0.0726	0.35
$γ_{4}$	-0.1798	-0.78
$γ_{5}$	0.5174	2.02
$γ_{6}$	-0.8418	-2.83
$γ_{7}$	0.7125	2.69
$γ_{8}$	-0.2970	-1.95

Estimation Period:
Mar 16, 2011 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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