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	param	t-stat
$ω$	0.8460	7.54
$α$	0.1539	16.39
$β$	0.7801	64.59
$γ$	-0.5945	-11.28
$δ$	1.0551	16.93

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CBOE Emerging Market Markets Volatility Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses