CBOE Volatility Index

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	param	t-stat
$ω$	1.4409	5.20
$α$	0.1970	9.62
$β$	0.7776	42.85
$γ_{1}$	-0.1017	-0.34
$γ_{2}$	0.0074	0.01
$γ_{3}$	0.4261	1.07
$γ_{4}$	-0.6924	-2.08
$γ_{5}$	0.7322	1.84
$γ_{6}$	-1.0932	-2.38
$γ_{7}$	1.7260	4.03
$γ_{8}$	-1.4835	-5.25

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

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