CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.2064	15.57
$α$	0.1373	21.38
$β$	0.8231	138.24
$γ$	0.0422	4.55

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Huang Hsiang Construction GJR-GARCH Volatility Analysis

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News Impact Curve

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