CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.6488	7.05
$α$	0.1351	4.93
$β$	0.6698	10.51
$γ_{1}$	0.4066	2.26
$γ_{2}$	-0.6527	-2.37
$γ_{3}$	0.3842	1.98
$γ_{4}$	-0.2982	-1.76
$γ_{5}$	0.4980	3.37
$γ_{6}$	-0.5290	-4.65

V-Lab

General Interface Solution Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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