CBOE Emerging Markets ETF Volatility Index
VXEEMCLS • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
17.19
Year-over-Year Change
-2.94%
Date Range
10/7/2021 - 8/6/2025
Summary
The CBOE Emerging Markets ETF Volatility Index tracks expected market volatility for emerging market exchange-traded funds, providing a forward-looking measure of investor sentiment and risk perception. This index serves as a critical indicator of potential market turbulence and investor uncertainty in developing economic regions.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This volatility index represents the market's expectation of 30-day forward-looking volatility for emerging market ETFs, calculated using options pricing mechanisms. Economists and investors use it as a predictive tool to gauge potential market fluctuations and risk levels in emerging market investments.
Methodology
The index is calculated using options pricing models that estimate expected market volatility based on implied volatility of emerging market ETF options.
Historical Context
Financial analysts and policymakers use this index to assess global market risk, inform investment strategies, and understand potential economic pressures in developing markets.
Key Facts
- Measures expected 30-day volatility for emerging market ETFs
- Derived from options pricing mechanisms
- Provides insight into investor risk perception
FAQs
Q: What does a high VXEEMCLS value indicate?
A: A high value suggests increased expected market volatility and potential investor uncertainty in emerging markets. Higher numbers typically signal greater perceived investment risk.
Q: How often is the VXEEMCLS index updated?
A: The index is calculated and updated in real-time during market trading hours, providing continuous insights into emerging market volatility expectations.
Q: Can this index predict market movements?
A: While not a definitive predictor, the index offers forward-looking insights into potential market volatility based on current options pricing and investor sentiment.
Q: Who uses the VXEEMCLS index?
A: Institutional investors, portfolio managers, risk analysts, and economic researchers use this index to assess emerging market investment risks and make informed decisions.
Q: What are the limitations of this volatility index?
A: The index reflects market expectations and can change rapidly, so it should be used alongside other economic indicators for comprehensive analysis.
Related News
U.S. S&P 500 Represents New Market Normal, Says BofA Analysis
S&P 500 Unveils 'New Normal' in U.S. Equity Markets The S&P 500evident in recent performance trends, which is a major index in the world of U.S. st...
U.S. Natural Gas Storage Increases Due to Market Dynamics
Navigating Market Volatility: U.S. Natural Gas Storage Strategies and Trends Understanding the dynamics of the U.S. natural gas storage sector is c...
Gen Z In the U.S. Shifts From Spending To Saving Habits
How Gen Z's Shift from Spending to Saving is Impacting the US Economy Recent trends indicate a significant shift in the spending habits of Gen Z, w...
S&P 500 Rises With Optimistic U.S. Inflation Report
S&P 500 Soars: Positive U.S. Inflation Developments The S&P 500, a primary stock index that tracks the performance of 500 major U.S. companies, has...
U.S. Stock Market Futures Rise On Inflation and Tariff News
US Stock Market Futures Rise Amid Inflation Data and Tariff News US stock market futures are on the rise, driven by significant updates in inflatio...
U.S. Treasury Yields Decline After Inflation Data Meet Expectations
US Treasury Yields Drop as Inflation Data Meets Expectations US Treasury yields have seen a noticeable decline recently, as the latest inflation da...
Related Trends
Citation
U.S. Federal Reserve, CBOE Emerging Markets ETF Volatility Index [VXEEMCLS], retrieved from FRED.
Last Checked: 8/1/2025