CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.5397	9.91***
α ARCH Response to squared shocks	0.0939	127.39***
β GARCH Volatility persistence	0.9984	6,656.23***
ν DF Student-t tail thickness	3.2888	198.62***

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Kerry Tj Logistics Co Ltd GAS-GARCH Student T Volatility Analysis

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