CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2176	3.79***
α ARCH Response to squared shocks	0.2439	5.79***
β GARCH Volatility persistence	0.4695	7.94***

γ₁	0.3899	1.97**
γ₂	-0.5650	-1.81*
γ₃	0.4144	2.09**
γ₄	-0.5062	-3.71***
γ₅	0.3244	2.87***
γ₆	0.0693	0.72
γ₇	-0.2087	-2.44**
γ₈	0.1258	1.18
γ₉	-0.1486	-1.11
γ₁₀	0.1793	1.73*

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Kafr El-Zayat Pesticides & Chemicals Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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