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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.9177	4.96
$α$	0.2748	7.87
$β$	0.5477	12.67
$γ_{1}$	0.5472	2.88
$γ_{2}$	-0.9536	-3.21
$γ_{3}$	0.7221	4.28
$γ_{4}$	-0.4531	-3.49
$γ_{5}$	0.1374	0.86
$γ_{6}$	0.0713	0.49
$γ_{7}$	0.0409	0.38
$γ_{8}$	-0.2610	-3.04

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AIFU Inc Zero Slope Spline-GARCH Volatility Analysis

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