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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	53.7150	12.61***
α ARCH Response to squared shocks	0.1507	18.52***
β GARCH Volatility persistence	0.8764	93.35***
ν DF Student-t tail thickness	4.4249	7.49***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses