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	param	t-stat
$ω$	1.0439	6.05
$α$	0.2043	5.67
$β$	0.5930	10.81
$γ_{1}$	0.1837	1.49
$γ_{2}$	-0.2169	-1.12
$γ_{3}$	0.0581	0.32
$γ_{4}$	-0.1254	-0.60
$γ_{5}$	0.4199	1.73
$γ_{6}$	-0.7644	-2.63
$γ_{7}$	0.7069	2.57
$γ_{8}$	-0.3214	-2.09

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