CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0106	5.51
$α$	0.2865	40.65
$β$	0.9463	431.92
$γ$	-0.0737	-12.20

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MSCI COLCAP Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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