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 ·

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10Y ·

All

graph of CBOE Emerging Market Markets Volatility Index S0GARCH
paramt-stat
ω0.99796.45
α0.19945.55
β0.56209.95
γ10.12440.58
γ2-0.0451-0.12
γ3-0.1805-0.51
γ40.17370.57
γ5-0.1964-0.75
γ60.57771.85
γ7-1.1678-2.93
γ81.24043.35
γ9-0.6990-3.29
Estimation Period:
Mar 16, 2011 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts