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	param	t-stat
$m$	41
$α$	0.2928	27.46
$β$	0.6386	44.12
$γ$	-0.2576	-14.87
$λ_{1}$	0.2962	1.04
$λ_{2}$	0.0105	2.11
$λ_{3}$	0.9839	103.83

V-Lab

CBOE Emerging Market Markets Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses