CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0677	19.70***
α ARCH Response to squared shocks	0.2553	33.35***
β GARCH Volatility persistence	0.9680	562.11***
γ leverage Additional response to negative shocks	-0.0183	-4.60***

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Kerry Tj Logistics Co Ltd EGARCH Volatility Analysis

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