CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.4104	3.05
$α$	0.1542	9.08
$β$	0.8231	52.12
$γ_{1}$	0.2712	3.99
$γ_{2}$	-0.5433	-5.12
$γ_{3}$	0.5830	6.88
$γ_{4}$	-0.5519	-5.45
$γ_{5}$	0.3732	3.41
$γ_{6}$	-0.1562	-1.50
$γ_{7}$	-0.0407	-0.35
$γ_{8}$	0.1189	1.13

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Panbrothers Tbk Zero Slope Spline-GARCH Volatility Analysis

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