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	param	t-stat
$ω$	1.4161	5.57
$α$	0.0673	6.30
$β$	0.8938	68.34
$γ_{1}$	0.0397	0.63
$γ_{2}$	-0.1080	-1.20
$γ_{3}$	0.2107	3.79
$γ_{4}$	-0.3313	-5.93
$γ_{5}$	0.3166	5.03
$γ_{6}$	-0.2026	-3.28
$γ_{7}$	0.2137	3.60
$γ_{8}$	-0.2471	-4.57
$γ_{9}$	0.1293	3.54

V-Lab

ICE BofA AAA-A Emerging Markets Corporate Plus Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE BofA AAA-A Emerging Markets Corporate Plus Index Analyses