CBOE Volatility Index

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	param	t-stat
$ω$	1.0257	3.31
$α$	0.1468	4.38
$β$	0.5744	6.08
$γ_{1}$	-1.2759	-2.23
$γ_{2}$	2.2538	2.79
$γ_{3}$	-1.5906	-3.73
$γ_{4}$	1.2062	3.27
$γ_{5}$	-1.0709	-2.62
$γ_{6}$	0.5280	1.34
$γ_{7}$	0.1364	0.42
$γ_{8}$	-0.2820	-1.20

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Abans Finance PLC Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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