CBOE Volatility Index

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	param	t-stat
$ω$	1.5158	5.33
$α$	0.1950	9.40
$β$	0.7746	41.59
$γ_{1}$	-0.0254	-0.09
$γ_{2}$	-0.0920	-0.19
$γ_{3}$	0.4797	1.24
$γ_{4}$	-0.7601	-2.33
$γ_{5}$	0.8327	2.12
$γ_{6}$	-1.2363	-2.85
$γ_{7}$	1.8846	4.82
$γ_{8}$	-1.6065	-6.01

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Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

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