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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	53.6682	12.51***
α ARCH Response to squared shocks	0.1494	18.61***
β GARCH Volatility persistence	0.8794	95.41***
ν DF Student-t tail thickness	4.4419	7.46***

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