CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8972	3.45
$α$	0.1535	1.90
$β$	0.3323	1.44
$γ_{1}$	-1.3318	-0.85
$γ_{2}$	1.2766	0.46

V-Lab

Phatra Capital PCL Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phatra Capital PCL Analyses