CBOE Volatility Index

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	param	t-stat
$ω$	1.4155	5.18
$α$	0.1957	9.61
$β$	0.7796	43.27
$γ_{1}$	-0.1236	-0.41
$γ_{2}$	0.0428	0.08
$γ_{3}$	0.3974	1.00
$γ_{4}$	-0.6588	-1.99
$γ_{5}$	0.6860	1.74
$γ_{6}$	-1.0398	-2.24
$γ_{7}$	1.7075	3.82
$γ_{8}$	-1.5068	-5.10

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

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