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	param	t-stat
$ω$	1.0421	6.17
$α$	0.2055	5.73
$β$	0.5693	10.47
$γ_{1}$	0.1876	1.58
$γ_{2}$	-0.2214	-1.20
$γ_{3}$	0.0550	0.32
$γ_{4}$	-0.1128	-0.57
$γ_{5}$	0.4055	1.77
$γ_{6}$	-0.7882	-2.79
$γ_{7}$	0.8625	2.93
$γ_{8}$	-0.8245	-2.17

V-Lab

CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses