CBOE Volatility Index

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	param	t-stat
$ω$	0.5042	3.07
$α$	0.1911	7.98
$β$	0.7122	25.06
$γ_{1}$	-0.6479	-3.19
$γ_{2}$	0.8888	3.37
$γ_{3}$	-0.4137	-3.20
$γ_{4}$	0.3244	2.03
$γ_{5}$	-0.2749	-1.37
$γ_{6}$	0.0804	0.42
$γ_{7}$	0.2011	1.56
$γ_{8}$	-0.2080	-2.59

V-Lab

Arco Vara As Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Arco Vara As Analyses