CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2483	12.70***
α ARCH Response to squared shocks	0.3188	27.66***
β GARCH Volatility persistence	0.9345	148.62***
γ leverage Additional response to negative shocks	-0.0518	-4.93***

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Trust Finance Indonesia Tbk PT EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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