CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1273	3.39***
α ARCH Response to squared shocks	0.1108	5.42***
β GARCH Volatility persistence	0.8017	19.51***

γ₁	0.0255	0.10
γ₂	-0.1394	-0.36
γ₃	0.4170	1.78*
γ₄	-0.6592	-3.84***
γ₅	0.4937	2.18**
γ₆	0.0560	0.20
γ₇	-0.5672	-2.06**
γ₈	0.7261	3.31***
γ₉	-0.5013	-3.75***

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Sunspring Metal Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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