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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	16.70***
α ARCH Response to squared shocks	0.1678	21.68***
β GARCH Volatility persistence	0.7535	78.92***

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CBOE Emerging Market Markets Volatility Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses