CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.7937	3.65
$α$	0.3001	4.10
$β$	0.3270	3.45
$γ_{1}$	-0.0004	0.00
$γ_{2}$	0.0318	0.04
$γ_{3}$	0.1813	0.28
$γ_{4}$	-1.2789	-2.13
$γ_{5}$	2.4177	3.89
$γ_{6}$	-1.9127	-2.71
$γ_{7}$	0.5639	0.75
$γ_{8}$	-0.3315	-0.42
$γ_{9}$	0.8758	1.33
$γ_{10}$	-0.7778	-2.01

V-Lab

Victoria Investama (Pt) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria Investama (Pt) Analyses