CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.7883	4.99
$α$	0.0794	7.68
$β$	0.8853	63.40
$γ_{1}$	-0.2472	-3.39
$γ_{2}$	0.2886	2.43
$γ_{3}$	0.0196	0.22
$γ_{4}$	-0.1699	-2.07
$γ_{5}$	0.2370	2.66
$γ_{6}$	-0.2529	-3.08
$γ_{7}$	0.2714	4.17
$γ_{8}$	-0.2760	-4.43
$γ_{9}$	0.1815	3.38

V-Lab

Thoresen Thai Agencies PCL Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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