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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.8443	16.36***
α ARCH Response to squared shocks	0.1662	22.33***
β GARCH Volatility persistence	0.7031	72.82***
γ leverage Additional response to negative shocks	-3.2435	-9.71***

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CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses