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CBOE 3-Month Volatility Index

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
$ω$	1.8802	4.87
$α$	0.2710	7.78
$β$	0.5491	12.58
$γ_{1}$	0.5426	2.84
$γ_{2}$	-0.9497	-3.19
$γ_{3}$	0.7227	4.32
$γ_{4}$	-0.4509	-3.43
$γ_{5}$	0.1317	0.82
$γ_{6}$	0.0757	0.52
$γ_{7}$	0.0419	0.38
$γ_{8}$	-0.2629	-2.96

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AIFU Inc Zero Slope Spline-GARCH Volatility Analysis

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