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	param	t-stat
$ω$	5.0000	17.81
$α$	0.2449	16.66
$β$	0.7668	85.55
$γ$	-0.2061	-10.23

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CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses