CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4099	6.72
$α$	0.1120	8.59
$β$	0.8239	38.56
$γ_{1}$	0.2041	2.40
$γ_{2}$	-0.2898	-2.31
$γ_{3}$	-0.0170	-0.17
$γ_{4}$	0.2821	2.25
$γ_{5}$	-0.3236	-2.30
$γ_{6}$	0.3021	2.43
$γ_{7}$	-0.3225	-2.55
$γ_{8}$	0.3021	2.28
$γ_{9}$	-0.1933	-2.11

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National Aerospace Fastener Zero Slope Spline-GARCH Volatility Analysis

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