CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.7197	7,197,260.00
$β$	0.0303	302,740.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.4215	11.04
$λ_{2}$	0.5773	13.36
$λ_{3}$	0.0396	0.52

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MSCI COLCAP Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MSCI COLCAP Index Analyses