CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0873	7.90
$α$	0.0930	6.23
$β$	0.8338	32.30
$γ_{1}$	0.0129	0.24
$γ_{2}$	0.0473	0.50
$γ_{3}$	-0.1384	-1.49
$γ_{4}$	0.1834	2.16
$γ_{5}$	-0.2306	-3.70
$γ_{6}$	0.1826	4.75

V-Lab

Sonda S.A. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sonda S.A. Analyses