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	param	t-stat
$ω$	1.0436	6.23
$α$	0.2067	5.64
$β$	0.5582	10.27
$γ_{1}$	0.1924	1.60
$γ_{2}$	-0.2278	-1.21
$γ_{3}$	0.0636	0.35
$γ_{4}$	-0.1389	-0.69
$γ_{5}$	0.4562	1.96
$γ_{6}$	-0.8515	-3.02
$γ_{7}$	0.9349	3.25
$γ_{8}$	-0.9758	-2.59

V-Lab

CBOE Emerging Market Markets Volatility Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Emerging Market Markets Volatility Index Analyses