CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0589	2.84***
α ARCH Response to squared shocks	0.2443	3.74***
β GARCH Volatility persistence	0.5856	7.67***

γ₁	-1.4250	-1.21
γ₂	4.5622	2.65***
γ₃	-4.7627	-3.97***
γ₄	1.6398	1.67*
γ₅	-1.1095	-0.92
γ₆	2.6903	1.93*
γ₇	-2.5278	-2.07**
γ₈	1.8992	1.71*
γ₉	-3.1307	-2.72***
γ₁₀	6.8683	4.99***

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Trust Finance Indonesia Tbk PT Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trust Finance Indonesia Tbk PT Analyses