CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.6931	3.34***
α ARCH Response to squared shocks	0.1174	98.28***
β GARCH Volatility persistence	0.9906	364.71***
ν DF Student-t tail thickness	2.4502	121.49***

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Sunspring Metal Corp GAS-GARCH Student T Volatility Analysis

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