CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5720	5.07***
α ARCH Response to squared shocks	0.1738	17.59***
β GARCH Volatility persistence	0.8262	99.40***
γ leverage Additional response to negative shocks	0.1421	5.14***
δ power Transformation power	1.7493	16.98***

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Trust Finance Indonesia Tbk PT APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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