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	param	t-stat
$ω$	1.5734	2.87
$α$	0.1562	8.26
$β$	0.7844	38.13
$γ_{1}$	0.1752	1.54
$γ_{2}$	-0.3108	-2.02
$γ_{3}$	0.2986	4.00
$γ_{4}$	-0.3397	-5.38
$γ_{5}$	0.3303	5.12
$γ_{6}$	-0.3057	-4.69
$γ_{7}$	0.3266	5.22
$γ_{8}$	-0.2733	-4.93
$γ_{9}$	0.1133	2.95

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE BofA Emerging Markets Corporate Plus Index Analyses