CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1211	3.81
$α$	0.1108	6.74
$β$	0.8101	30.99
$γ_{1}$	0.4567	2.81
$γ_{2}$	-0.6793	-2.91
$γ_{3}$	0.4003	2.53
$γ_{4}$	-0.2067	-1.34
$γ_{5}$	0.0312	0.19
$γ_{6}$	-0.1556	-0.80
$γ_{7}$	0.3850	1.78
$γ_{8}$	-0.3407	-1.90

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Bangchak Sriracha PCL Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bangchak Sriracha PCL Analyses