CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	7.6924	3.60
$α$	0.0783	23.25
$β$	0.9783	161.09
$ν$	3.5121	10.81

V-Lab

Bangchak Sriracha PCL GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Bangchak Sriracha PCL Analyses