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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
$ω$	1.8739	7.46
$α$	0.0823	3.32
$β$	0.4462	3.22
$γ_{1}$	0.3010	1.53
$γ_{2}$	-0.3349	-1.12
$γ_{3}$	0.2924	1.31
$γ_{4}$	-0.5885	-2.87
$γ_{5}$	0.7139	3.64
$γ_{6}$	-0.9286	-4.65
$γ_{7}$	0.8493	4.30
$γ_{8}$	-0.2954	-2.16

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Autohome Inc Zero Slope Spline-GARCH Volatility Analysis

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