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	2.0621	6.88***
α ARCH Response to squared shocks	0.0750	40.39***
β GARCH Volatility persistence	0.9911	796.04***
ν DF Student-t tail thickness	7.4223	6.88***

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