CBOE Emerging Market Markets Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0249	8.50
$α$	0.0902	34.74
$β$	0.8852	305.24
$γ$	0.6130	22.23

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iShares MSCI Emerging Markets ETF AGARCH Volatility Analysis

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