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 Friday, November 28th, 2025:118.48% (-5.21%)

Analysis last updated: Thursday, November 27, 2025 at 12:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0343	6.15
$α$	0.2008	5.53
$β$	0.5871	10.81
$γ_{1}$	0.1885	1.46
$γ_{2}$	-0.2222	-1.06
$γ_{3}$	0.0705	0.34
$γ_{4}$	-0.1752	-0.77
$γ_{5}$	0.5115	2.01
$γ_{6}$	-0.8412	-2.84
$γ_{7}$	0.7234	2.74
$γ_{8}$	-0.3109	-2.07

Estimation Period:
Mar 16, 2011 to Nov 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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