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	0.0276	22.58***
α ARCH Response to squared shocks	0.0425	22.14***
β GARCH Volatility persistence	0.8957	443.85***
γ leverage Additional response to negative shocks	0.1049	16.73***

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