V-Lab: CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:100.38% (+16.01%)

Analysis last updated: Friday, October 24, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0083	6.53
$α$	0.2015	5.71
$β$	0.5437	9.71
$γ_{1}$	0.1394	0.71
$γ_{2}$	-0.0737	-0.21
$γ_{3}$	-0.1493	-0.45
$γ_{4}$	0.1207	0.40
$γ_{5}$	-0.0880	-0.34
$γ_{6}$	0.4173	1.43
$γ_{7}$	-1.0827	-2.84
$γ_{8}$	1.4602	3.36
$γ_{9}$	-1.6802	-2.35

Estimation Period:
Mar 16, 2011 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T
MF2-GARCH