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	param	t-stat
$ω$	5.0000	17.72
$α$	0.2446	16.36
$β$	0.7661	83.96
$γ$	-0.2029	-9.90

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CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:84.31% (-2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses