CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1110	5.16
$α$	0.1240	12.21
$β$	0.8445	77.67
$γ_{1}$	0.0009	0.08
$γ_{2}$	0.0057	0.37
$γ_{3}$	-0.0168	-1.61
$γ_{4}$	0.0319	3.63
$γ_{5}$	-0.0366	-6.02

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MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

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