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	param	t-stat
$ω$	1.0417	6.02
$α$	0.2051	5.71
$β$	0.5914	10.69
$γ_{1}$	0.1767	1.46
$γ_{2}$	-0.2056	-1.10
$γ_{3}$	0.0442	0.25
$γ_{4}$	-0.0946	-0.47
$γ_{5}$	0.3684	1.57
$γ_{6}$	-0.7122	-2.49
$γ_{7}$	0.6789	2.44
$γ_{8}$	-0.3147	-1.98

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