CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1380	5.48
$α$	0.1279	12.18
$β$	0.8323	71.55
$γ_{1}$	0.0169	1.16
$γ_{2}$	-0.0264	-1.27
$γ_{3}$	0.0231	1.80
$γ_{4}$	-0.0335	-3.04
$γ_{5}$	0.0673	5.09
$γ_{6}$	-0.1210	-4.68

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MSCI Chile Spline-GARCH Volatility Analysis

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