CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.6764	8.34
$α$	0.1351	8.21
$β$	0.6683	15.15
$γ_{1}$	0.0982	1.58
$γ_{2}$	-0.1023	-1.07
$γ_{3}$	-0.0031	-0.04
$γ_{4}$	-0.0481	-0.56
$γ_{5}$	0.1634	1.76
$γ_{6}$	-0.1802	-2.35
$γ_{7}$	0.1534	2.30
$γ_{8}$	-0.1811	-3.14
$γ_{9}$	0.1423	3.24

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Phihong Technology Zero Slope Spline-GARCH Volatility Analysis

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