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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	2.0335	1.46
$α$	0.1461	8.96
$β$	0.8525	54.12
$γ_{1}$	0.4736	0.56
$γ_{2}$	0.8750	0.68
$γ_{3}$	-2.4975	-2.52
$γ_{4}$	1.4748	2.27
$γ_{5}$	-0.6578	-1.97
$γ_{6}$	0.1524	0.64
$γ_{7}$	0.3899	1.98
$γ_{8}$	0.0229	0.07
$γ_{9}$	-0.3314	-1.08

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1M US Treasury CMT 1 Month Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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