CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0956	21.19
$β$	0.7099	81.24
$γ$	0.1477	19.34
$λ_{1}$	0.0052	4.28
$λ_{2}$	0.0246	7.34
$λ_{3}$	0.9707	233.46

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MSCI COLCAP Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other MSCI COLCAP Index Analyses