CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0480	31.97***
α ARCH Response to squared shocks	0.1769	35.19***
β GARCH Volatility persistence	0.7732	247.80***
γ leverage Additional response to negative shocks	0.0487	5.97***

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