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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	53.8376	12.45***
α ARCH Response to squared shocks	0.1497	18.62***
β GARCH Volatility persistence	0.8799	95.42***
ν DF Student-t tail thickness	4.4384	7.48***

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CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses