CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4542	8.49
$α$	0.1746	7.48
$β$	0.7616	30.83
$γ_{1}$	0.0224	4.69
$γ_{2}$	-0.0279	-4.58

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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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