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	param	t-stat
$ω$	1.0402	6.01
$α$	0.2040	5.67
$β$	0.5945	10.83
$γ_{1}$	0.1789	1.45
$γ_{2}$	-0.2101	-1.09
$γ_{3}$	0.0532	0.29
$γ_{4}$	-0.1166	-0.56
$γ_{5}$	0.4056	1.68
$γ_{6}$	-0.7487	-2.58
$γ_{7}$	0.6932	2.51
$γ_{8}$	-0.3107	-2.01

V-Lab

CBOE Emerging Market Markets Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Emerging Market Markets Volatility Index Analyses