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	param	t-stat
$ω$	0.4581	16.02
$α$	0.2658	20.03
$β$	0.8848	129.47
$γ$	0.1399	11.67

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CBOE Emerging Market Markets Volatility Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses