CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.4954	5.15
$α$	0.1498	6.29
$β$	0.7695	25.48
$γ_{1}$	-0.1113	-1.14
$γ_{2}$	0.0437	0.26
$γ_{3}$	0.2167	1.50
$γ_{4}$	-0.3437	-2.09
$γ_{5}$	0.3908	2.03
$γ_{6}$	-0.3664	-2.50
$γ_{7}$	0.2830	1.98
$γ_{8}$	-0.2489	-1.57
$γ_{9}$	0.2732	2.19
$γ_{10}$	-0.1814	-2.33

V-Lab

Theta Edge Berhad Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Theta Edge Berhad Analyses