CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4488	8.56
$α$	0.1737	7.46
$β$	0.7619	30.84
$γ_{1}$	0.0222	4.73
$γ_{2}$	-0.0277	-4.62

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MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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