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 Friday, August 29th, 2025:115.08% (-0.31%)

Analysis last updated: Friday, August 29, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0042	6.35
$α$	0.2020	5.62
$β$	0.5711	10.24
$γ_{1}$	0.1299	0.61
$γ_{2}$	-0.0622	-0.16
$γ_{3}$	-0.1530	-0.43
$γ_{4}$	0.1334	0.43
$γ_{5}$	-0.1305	-0.48
$γ_{6}$	0.4837	1.56
$γ_{7}$	-1.0768	-2.71
$γ_{8}$	1.1742	3.10
$γ_{9}$	-0.6580	-3.06

Estimation Period:
Mar 16, 2011 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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