CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.5151	10.45
$α$	0.1673	9.73
$β$	0.7267	28.51
$γ_{1}$	0.0062	0.23
$γ_{2}$	0.0432	0.95
$γ_{3}$	-0.0915	-2.57
$γ_{4}$	0.0639	1.95
$γ_{5}$	-0.0634	-1.85
$γ_{6}$	0.0731	2.08
$γ_{7}$	-0.0140	-0.34
$γ_{8}$	-0.0827	-1.70
$γ_{9}$	0.2032	3.08

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First Steamship Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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