CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0238	9.20***
α ARCH Response to squared shocks	0.0968	25.97***
β GARCH Volatility persistence	0.9032	257.84***

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Stock Exchange of Thailand SET 50 Index GARCH Volatility Analysis

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