CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4224	4,223,810.00
$α$	0.1113	1,112,690.00
$β$	0.8823	8,823,360.00
$γ_{1}$	-1.0073	-10,073,200.00
$γ_{2}$	6.6521	66,520,660.00
$γ_{3}$	-94.2682	-942,682,400.00

V-Lab

Lima Caucho SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lima Caucho SA Analyses