CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.4996	13.80
$α$	0.1661	3.71
$β$	0.0000	0.00
$γ$	-0.0768	-1.00

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Phatra Capital PCL GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phatra Capital PCL Analyses