CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9906	9.94***
α ARCH Response to squared shocks	0.2046	10.45***
β GARCH Volatility persistence	0.6207	34.91***

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The One Enterprise Public Co MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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