CBOE China ETF Volatility Index

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CBOE Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.8556	5.67
$α$	0.0882	4.02
$β$	0.6327	7.91
$γ_{1}$	-0.2148	-1.09
$γ_{2}$	0.3006	0.98
$γ_{3}$	-0.1477	-0.73
$γ_{4}$	0.1616	1.16
$γ_{5}$	-0.2859	-2.65
$γ_{6}$	0.3068	3.74

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Weibo Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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