CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1211	5.49
$α$	0.1016	1.67
$β$	0.5544	2.01
$γ_{1}$	0.0916	0.73

V-Lab

Phatra Capital PCL Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phatra Capital PCL Analyses