CBOE Volatility Index

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	param	t-stat
$ω$	1.4726	5.23
$α$	0.1973	9.56
$β$	0.7753	42.11
$γ_{1}$	-0.0734	-0.25
$γ_{2}$	-0.0293	-0.06
$γ_{3}$	0.4478	1.13
$γ_{4}$	-0.7234	-2.19
$γ_{5}$	0.7804	1.97
$γ_{6}$	-1.1587	-2.59
$γ_{7}$	1.7847	4.35
$γ_{8}$	-1.5152	-5.51

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

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