CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.3050	4.42
$α$	0.1851	5.18
$β$	0.6217	9.74
$γ_{1}$	3.4970	4.41
$γ_{2}$	-6.0282	-4.03
$γ_{3}$	4.3983	2.66
$γ_{4}$	-2.6167	-2.07
$γ_{5}$	0.2850	0.35
$γ_{6}$	1.1030	1.53
$γ_{7}$	-1.4335	-1.48
$γ_{8}$	1.6937	1.63
$γ_{9}$	-1.0936	-1.39
$γ_{10}$	0.0892	0.19

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Polaris Group Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polaris Group Analyses