CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4432	8.61
$α$	0.1748	7.25
$β$	0.7570	29.45
$γ_{1}$	0.0220	4.51
$γ_{2}$	-0.0271	-4.35

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MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI COLCAP Index Analyses