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CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	42.3275	423,275,300.00
$α$	0.5547	5,547,010.00
$β$	0.4453	4,452,990.00
$γ_{1}$	39.9473	399,473,000.00
$γ_{2}$	-81.3522	-813,521,900.00
$γ_{3}$	-47.2720	-472,720,100.00
$γ_{4}$	174.6059	1,746,059,000.00
$γ_{5}$	-260.9002	-2,609,002,000.00
$γ_{6}$	27.8707	278,706,700.00
$γ_{7}$	-27.5782	-275,782,000.00

V-Lab

Babytree Group Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Babytree Group Analyses