CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0632	26.02
$α$	0.0985	18.10
$β$	0.7871	149.01
$γ$	0.1225	8.80

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MSCI COLCAP Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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