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	param	t-stat
$m$	26
$α$	0.1567	23.25
$β$	0.5783	33.37
$γ$	0.2143	18.27
$λ_{1}$	0.0006	4.10
$λ_{2}$	0.1169	4.88
$λ_{3}$	0.8751	33.60

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ICE BofA EMEA Emerging Markets Corporate Plus Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE BofA EMEA Emerging Markets Corporate Plus Index Analyses