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	param	t-stat
$ω$	1.0399	5.96
$α$	0.2059	5.73
$β$	0.5941	10.79
$γ_{1}$	0.1712	1.41
$γ_{2}$	-0.1980	-1.07
$γ_{3}$	0.0378	0.22
$γ_{4}$	-0.0800	-0.40
$γ_{5}$	0.3419	1.47
$γ_{6}$	-0.6818	-2.40
$γ_{7}$	0.6527	2.32
$γ_{8}$	-0.2965	-1.83

V-Lab

CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses