CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0888	3.50
$α$	0.1928	5.42
$β$	0.7022	18.07
$γ_{1}$	-0.0967	-1.12
$γ_{2}$	0.1830	1.54
$γ_{3}$	-0.2253	-3.24
$γ_{4}$	0.2491	3.18
$γ_{5}$	-0.1693	-1.98
$γ_{6}$	0.1100	1.29
$γ_{7}$	-0.0568	-0.59
$γ_{8}$	-0.0034	-0.04

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Huang Hsiang Construction Zero Slope Spline-GARCH Volatility Analysis

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