CBOE Volatility Index

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	param	t-stat
$ω$	0.7650	2.25
$α$	0.4809	5.71
$β$	0.3022	3.09
$γ_{1}$	-2.6365	-2.64
$γ_{2}$	2.6063	1.60
$γ_{3}$	1.0253	0.80
$γ_{4}$	-2.5415	-2.12
$γ_{5}$	2.7147	1.99
$γ_{6}$	-1.6973	-1.35
$γ_{7}$	1.0666	1.06
$γ_{8}$	-0.7342	-1.03
$γ_{9}$	0.4559	0.46
$γ_{10}$	-0.4231	-0.24

V-Lab

Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis

Date Range:

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Volatility Forecast

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