The article compares different models to predict how volatile the stock markets of China, India, Indonesia, Brazil, and Mexico are. They looked at data from 2000 to 2019, before and after the 2008 financial crisis. The study found that a simple linear model is better at forecasting volatility than more complex non-linear models. China is the most volatile country, India is also volatile but in a different way, and Indonesia is the least volatile. This information can help investors make better decisions about where to put their money and how to protect themselves from market swings.