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	param	t-stat
$m$	41
$α$	0.2912	27.48
$β$	0.6388	43.97
$γ$	-0.2561	-14.79
$λ_{1}$	0.2972	1.03
$λ_{2}$	0.0106	2.10
$λ_{3}$	0.9839	102.85

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