CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.6275	6.95
$α$	0.1381	5.11
$β$	0.6760	11.25
$γ_{1}$	0.3963	2.22
$γ_{2}$	-0.6389	-2.32
$γ_{3}$	0.3796	1.94
$γ_{4}$	-0.2960	-1.71
$γ_{5}$	0.5098	3.43
$γ_{6}$	-0.5556	-4.98

V-Lab

General Interface Solution Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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