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	5.0000	12.47***
α ARCH Response to squared shocks	0.2246	7.80***
β GARCH Volatility persistence	0.5500	26.80***
γ leverage Additional response to negative shocks	0.1120	1.36

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