CBOE Emerging Market Markets Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:117.60% (+28.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8989 | 7.44 | |
| 0.1569 | 16.56 | |
| 0.7742 | 64.19 | |
| -0.5801 | -10.94 | |
| 1.0687 | 16.87 |
Estimation Period:
Mar 16, 2011 to Oct 31, 2025
Mar 16, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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