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	param	t-stat
$ω$	1.5498	2.86
$α$	0.1527	8.16
$β$	0.7884	38.76
$γ_{1}$	0.1687	1.49
$γ_{2}$	-0.2996	-1.97
$γ_{3}$	0.2890	3.93
$γ_{4}$	-0.3303	-5.34
$γ_{5}$	0.3228	5.08
$γ_{6}$	-0.3018	-4.64
$γ_{7}$	0.3297	5.17
$γ_{8}$	-0.2834	-4.98
$γ_{9}$	0.1217	3.10

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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

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