CBOE Emerging Market Markets Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:86.87% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8830 | 7.47 | |
| 0.1544 | 16.29 | |
| 0.7780 | 64.21 | |
| -0.5900 | -11.08 | |
| 1.0704 | 17.00 |
Estimation Period:
Mar 16, 2011 to Jan 2, 2026
Mar 16, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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