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	param	t-stat
$ω$	1.0004	6.47
$α$	0.1952	5.53
$β$	0.5725	10.39
$γ_{1}$	0.1039	0.41
$γ_{2}$	0.0084	0.02
$γ_{3}$	-0.2650	-0.70
$γ_{4}$	0.3223	1.13
$γ_{5}$	-0.4564	-1.75
$γ_{6}$	0.8973	2.55
$γ_{7}$	-1.3131	-2.93
$γ_{8}$	1.0854	2.32
$γ_{9}$	-0.5808	-1.31
$γ_{10}$	0.2944	1.02

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