CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6319	9.73***
α ARCH Response to squared shocks	0.0845	9.06***
β GARCH Volatility persistence	0.8987	92.53***

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Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis

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