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	param	t-stat
$ω$	5.0000	17.87
$α$	0.2443	16.71
$β$	0.7663	85.43
$γ$	-0.2047	-10.18

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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