CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1709	5.10
$α$	0.1250	12.12
$β$	0.8414	76.16
$γ_{1}$	0.0160	0.99
$γ_{2}$	-0.0247	-1.08
$γ_{3}$	0.0208	1.49
$γ_{4}$	-0.0272	-2.28
$γ_{5}$	0.0459	3.76
$γ_{6}$	-0.0525	-5.67

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MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

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