CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2083	22,082,640.00
$α$	0.2252	2,251,800.00
$β$	0.7732	7,731,880.00
$γ_{1}$	-11.6258	-116,257,800.00
$γ_{2}$	-4.1968	-41,967,660.00
$γ_{3}$	-300.4498	-3,004,498,000.00
$γ_{4}$	425.6799	4,256,799,000.00
$γ_{5}$	298.8107	2,988,107,000.00
$γ_{6}$	-80.1082	-801,082,300.00
$γ_{7}$	-297.3817	-2,973,817,000.00

V-Lab

Metalurgica Peruana SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metalurgica Peruana SA Analyses