CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1076	5.16
$α$	0.1238	12.22
$β$	0.8446	77.83
$γ_{1}$	0.0009	0.08
$γ_{2}$	0.0056	0.37
$γ_{3}$	-0.0166	-1.61
$γ_{4}$	0.0316	3.62
$γ_{5}$	-0.0365	-6.04

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MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

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