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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	53.4368	12.66***
α ARCH Response to squared shocks	0.1496	18.55***
β GARCH Volatility persistence	0.8770	94.20***
ν DF Student-t tail thickness	4.4366	7.44***

V-Lab

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