V-Lab
CBOE Emerging Market Markets Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:129.02% (-13.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8738 | 7.33 | |
| 0.1565 | 16.29 | |
| 0.7766 | 62.90 | |
| -0.5810 | -11.02 | |
| 1.0582 | 16.52 |
Estimation Period:
Mar 16, 2011 to Jul 3, 2025
Mar 16, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Emerging Market Markets Volatility Index Analyses
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