CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.8462	48,461,530.00
$α$	0.1869	1,869,020.00
$β$	0.8126	8,125,950.00
$γ_{1}$	-493.2667	-4,932,667,000.00
$γ_{2}$	443.2118	4,432,118,000.00
$γ_{3}$	538.3238	5,383,238,000.00
$γ_{4}$	-176.2964	-1,762,964,000.00
$γ_{5}$	116.9683	1,169,683,000.00
$γ_{6}$	-92.5996	-925,995,500.00
$γ_{7}$	-1,274.2950	-12,742,950,000.00
$γ_{8}$	-2,586.8230	-25,868,230,000.00
$γ_{9}$	-2,204.5000	-22,045,000,000.00
$γ_{10}$	-280.2287	-2,802,287,000.00

V-Lab

Ferchem Misr Co For Fertilizer & Chemicals Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferchem Misr Co For Fertilizer & Chemicals Analyses