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	param	t-stat
$m$	41
$α$	0.2914	27.00
$β$	0.6426	45.04
$γ$	-0.2554	-14.67
$λ_{1}$	0.2972	1.05
$λ_{2}$	0.0105	2.14
$λ_{3}$	0.9840	105.44

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