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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.9166	3.81
$α$	0.0694	6.96
$β$	0.9091	71.98
$γ_{1}$	0.1047	1.66
$γ_{2}$	-0.1663	-1.88
$γ_{3}$	0.0904	1.87
$γ_{4}$	-0.0488	-1.01
$γ_{5}$	0.0906	1.80
$γ_{6}$	-0.1289	-3.65

V-Lab

Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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