CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.2837	6.62
$α$	0.1773	7.48
$β$	0.7533	29.25
$γ_{1}$	0.0019	0.13
$γ_{2}$	0.0272	1.21
$γ_{3}$	-0.0707	-2.69

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MSCI COLCAP Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other MSCI COLCAP Index Analyses