CBOE Volatility Index

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	param	t-stat
$ω$	0.8565	2.19
$α$	0.4691	5.33
$β$	0.2984	2.99
$γ_{1}$	-2.0163	-3.52
$γ_{2}$	2.8644	3.26
$γ_{3}$	-1.6227	-2.01
$γ_{4}$	1.2111	1.71
$γ_{5}$	-0.4732	-0.87
$γ_{6}$	0.2369	0.46
$γ_{7}$	-0.2313	-0.38
$γ_{8}$	-0.0314	-0.06

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