CBOE Volatility Index

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	param	t-stat
$ω$	0.8006	2.25
$α$	0.4910	5.63
$β$	0.2991	3.13
$γ_{1}$	-2.5530	-2.61
$γ_{2}$	2.5708	1.61
$γ_{3}$	0.8751	0.71
$γ_{4}$	-2.3512	-2.07
$γ_{5}$	2.5871	1.99
$γ_{6}$	-1.6259	-1.32
$γ_{7}$	1.0134	0.96
$γ_{8}$	-0.7020	-0.89
$γ_{9}$	0.3623	0.68
$γ_{10}$	-0.3402	-0.61

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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