CBOE Emerging Market Markets Volatility Index

S&P/BMV IPC VIX

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	11.37***
α ARCH Response to squared shocks	0.1841	44.55***
β GARCH Volatility persistence	0.9804	1,100.28***
γ leverage Additional response to negative shocks	-0.0754	-22.67***

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