CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.1796	6.79
$α$	0.1134	4.27
$β$	0.6473	7.93
$γ_{1}$	-0.8224	-6.76
$γ_{2}$	1.0467	5.05
$γ_{3}$	-0.5946	-2.64
$γ_{4}$	0.7078	2.21
$γ_{5}$	-0.4694	-1.52
$γ_{6}$	0.1858	0.89
$γ_{7}$	-0.1152	-0.62
$γ_{8}$	0.0291	0.23
$γ_{9}$	0.2229	2.24
$γ_{10}$	-0.3134	-3.94

V-Lab

Guan Chong Bhd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Guan Chong Bhd Analyses