CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.7255	3.21***
α ARCH Response to squared shocks	0.1022	52.95***
β GARCH Volatility persistence	0.9853	213.45***
ν DF Student-t tail thickness	2.7659	42.47***

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Para Light Electronics Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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