CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	37.4436	5.62***
α ARCH Response to squared shocks	0.2429	7.06***
β GARCH Volatility persistence	0.9528	73.98***
ν DF Student-t tail thickness	200.0000	0.11

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Visne Madencilik Uretim Sana GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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