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	param	t-stat
$ω$	53.9218	12.15
$α$	0.1507	18.58
$β$	0.8827	95.83
$ν$	4.4543	7.48

V-Lab

CBOE Emerging Market Markets Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses