CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0308	3.77
$α$	0.1130	6.84
$β$	0.8101	31.53
$γ_{1}$	0.3163	2.58
$γ_{2}$	-0.4795	-2.84
$γ_{3}$	0.3453	3.19
$γ_{4}$	-0.2724	-2.36
$γ_{5}$	0.0713	0.61
$γ_{6}$	-0.0054	-0.05
$γ_{7}$	0.3340	1.35

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Bangchak Sriracha PCL Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bangchak Sriracha PCL Analyses