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	param	t-stat
$ω$	1.4052	5.58
$α$	0.0667	6.25
$β$	0.8943	68.52
$γ_{1}$	0.0348	0.56
$γ_{2}$	-0.0984	-1.11
$γ_{3}$	0.2004	3.67
$γ_{4}$	-0.3214	-5.92
$γ_{5}$	0.3108	5.04
$γ_{6}$	-0.2003	-3.25
$γ_{7}$	0.2147	3.55
$γ_{8}$	-0.2550	-4.61
$γ_{9}$	0.1391	3.73

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