CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.2288	22.29
$α$	0.1174	23.63
$β$	0.8581	298.57
$γ$	0.0011	0.14

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First Steamship GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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