CBOE Emerging Market Markets Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:78.53% (-5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8988 | 7.43 | |
| 0.1568 | 16.57 | |
| 0.7743 | 64.21 | |
| -0.5787 | -10.92 | |
| 1.0691 | 16.85 |
Estimation Period:
Mar 16, 2011 to Nov 7, 2025
Mar 16, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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