CBOE Volatility Index

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	param	t-stat
$ω$	1.0585	6.32
$α$	0.1168	4.41
$β$	0.7810	14.19
$γ_{1}$	0.0618	1.20
$γ_{2}$	-0.1016	-1.34
$γ_{3}$	0.1062	2.12
$γ_{4}$	-0.1578	-3.13
$γ_{5}$	0.1354	3.61

V-Lab

Cic Holdings Plc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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