CBOE Volatility Index

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	param	t-stat
$ω$	0.7799	2.26
$α$	0.4818	5.71
$β$	0.3010	3.08
$γ_{1}$	-2.5818	-2.58
$γ_{2}$	2.5416	1.55
$γ_{3}$	1.0277	0.80
$γ_{4}$	-2.5171	-2.10
$γ_{5}$	2.6798	1.96
$γ_{6}$	-1.6660	-1.33
$γ_{7}$	1.0485	1.04
$γ_{8}$	-0.7341	-1.05
$γ_{9}$	0.4833	0.68
$γ_{10}$	-0.5334	-0.68

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

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