We present the analysis of emission lines in high-resolution optical spectra of the planet-host star Proxima Centauri (Proxima) classified as a M5.5V\@. We carry out the detailed analysis of observed spectra to get a better understanding of the physical conditions of the atmosphere of this star. We identify the emission lines in a serie series of 147 high-resolution optical spectra of the star at different levels of activity and compare them with the synthetic spectra computed over a wide spectral range. Our synthetic spectra computed with the PHOENIX 2900/5.0/0.0 model atmosphere fits pretty well the observed optical-to-near-infrared spectral energy distribution. However, modelling strong atomic lines in the blue spectrum (3900--4200\AA{}) requires implementing additional opacity. We show that high temperature layers in Proxima Centauri consist in at least three emitting parts: a) a stellar chromosphere where numerous emission lines form. We suggest that some emission cores of strong absorption lines of metals form there; b) flare regions above the chromosphere, where hydrogen Balmer lines up to high transition levels (10--2) form; c) a stellar wind component with V${r}$\,=\,$-$30 \kmps{} seen in some Balmer lines as blue shifted emission lines. We believe that the observed He line at 4026\AA{} in emission can be formed in that very hot region. We show, that real structure of the atmosphere of Proxima is rather complicated. The photosphere of the star is best fit by a normal M5 dwarf spectrum. On the other hand emission lines form in the chromosphere, flare regions and extended hot envelope.
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