CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1580	2.89
$α$	0.0491	0.26
$β$	0.8908	40.05
$γ$	-1.0000	-0.17
$δ$	1.3268	7.18

V-Lab

Phatra Capital PCL APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phatra Capital PCL Analyses