CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0872	3.49
$α$	0.1935	5.43
$β$	0.7004	17.94
$γ_{1}$	-0.0980	-1.12
$γ_{2}$	0.1856	1.55
$γ_{3}$	-0.2278	-3.25
$γ_{4}$	0.2502	3.19
$γ_{5}$	-0.1684	-1.97
$γ_{6}$	0.1078	1.26
$γ_{7}$	-0.0527	-0.54
$γ_{8}$	-0.0078	-0.10

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Huang Hsiang Construction Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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