CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0588	25.86
$α$	0.0988	19.10
$β$	0.7958	160.83
$γ$	0.1168	8.93

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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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