CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4074	3.80***
α ARCH Response to squared shocks	0.0284	4.71***
β GARCH Volatility persistence	0.9461	296.40***
γ leverage Additional response to negative shocks	0.0441	4.62***

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