CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0433	12.98***
α ARCH Response to squared shocks	0.0999	16.13***
β GARCH Volatility persistence	0.8904	255.72***
γ leverage Additional response to negative shocks	0.0193	1.91*

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Kerry Tj Logistics Co Ltd GJR-GARCH Volatility Analysis

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