CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1412	13.78***
α ARCH Response to squared shocks	0.0613	17.33***
β GARCH Volatility persistence	0.9042	187.09***
γ leverage Additional response to negative shocks	0.0538	0.68

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