CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.3885	3.06
$α$	0.1532	9.01
$β$	0.8236	52.06
$γ_{1}$	0.2745	4.01
$γ_{2}$	-0.5494	-5.12
$γ_{3}$	0.5881	6.81
$γ_{4}$	-0.5538	-5.35
$γ_{5}$	0.3690	3.33
$γ_{6}$	-0.1466	-1.41
$γ_{7}$	-0.0511	-0.45
$γ_{8}$	0.1246	1.22

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Panbrothers Tbk Zero Slope Spline-GARCH Volatility Analysis

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