CBOE Emerging Market Markets Volatility Index

S&P/BMV IPC VIX

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	62.3378	3.68***
α ARCH Response to squared shocks	0.1033	78.96***
β GARCH Volatility persistence	0.9903	411.10***
ν DF Student-t tail thickness	2.2937	190.51***

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S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis

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