CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0678	19.24***
α ARCH Response to squared shocks	0.1334	26.82***
β GARCH Volatility persistence	0.8666	182.89***
γ leverage Additional response to negative shocks	0.0937	4.95***
δ power Transformation power	0.8745	23.93***

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Kerry Tj Logistics Co Ltd APARCH Volatility Analysis

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