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	param	t-stat
$ω$	53.9194	12.32
$α$	0.1507	18.60
$β$	0.8800	94.62
$ν$	4.4227	7.55

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