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	param	t-stat
$ω$	5.5065	16.36
$α$	0.1665	21.64
$β$	0.7118	71.54
$γ$	-3.1769	-9.45

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CBOE Emerging Market Markets Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses