CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4391	3.25***
α ARCH Response to squared shocks	0.2156	4.15***
β GARCH Volatility persistence	0.7513	16.26***

γ₁	-0.3661	-0.39
γ₂	2.4249	1.62
γ₃	-3.7576	-2.53**
γ₄	1.6442	0.94
γ₅	0.6047	0.42
γ₆	-0.6272	-0.63
γ₇	-0.4316	-0.48
γ₈	0.9132	1.34

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Trust Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trust Finance Indonesia Tbk PT Analyses