CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0272	16.85***
α ARCH Response to squared shocks	0.0736	13.59***
β GARCH Volatility persistence	0.8823	366.71***
γ leverage Additional response to negative shocks	0.0754	4.73***

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