CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4059	6.75
$α$	0.1134	8.60
$β$	0.8193	37.19
$γ_{1}$	0.2071	2.46
$γ_{2}$	-0.2932	-2.36
$γ_{3}$	-0.0188	-0.19
$γ_{4}$	0.2875	2.33
$γ_{5}$	-0.3278	-2.37
$γ_{6}$	0.2984	2.43
$γ_{7}$	-0.2988	-2.36
$γ_{8}$	0.2319	1.70
$γ_{9}$	0.0132	0.08

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National Aerospace Fastener Spline-GARCH Volatility Analysis

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