CBOE Volatility Index

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	param	t-stat
$ω$	0.7955	2.25
$α$	0.4885	5.66
$β$	0.2992	3.11
$γ_{1}$	-2.5580	-2.59
$γ_{2}$	2.5551	1.59
$γ_{3}$	0.9287	0.74
$γ_{4}$	-2.4092	-2.08
$γ_{5}$	2.6204	1.98
$γ_{6}$	-1.6408	-1.32
$γ_{7}$	1.0249	0.98
$γ_{8}$	-0.7104	-0.94
$γ_{9}$	0.3971	0.69
$γ_{10}$	-0.3967	-0.64

V-Lab

Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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