CBOE Emerging Market Markets Volatility Index

{type} for {date}

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	param	t-stat
$ω$	1.2549	6.82
$α$	0.1763	7.21
$β$	0.7457	27.30
$γ_{1}$	-0.0014	-0.09
$γ_{2}$	0.0346	1.54
$γ_{3}$	-0.0833	-3.27

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MSCI COLCAP Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI COLCAP Index Analyses