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	param	t-stat
$ω$	5.0000	17.87
$α$	0.2451	16.58
$β$	0.7660	84.88
$γ$	-0.2040	-10.04

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CBOE Emerging Market Markets Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses