CBOE Volatility Index

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	param	t-stat
$ω$	0.7643	2.25
$α$	0.4804	5.69
$β$	0.3019	3.08
$γ_{1}$	-2.6379	-2.64
$γ_{2}$	2.6101	1.60
$γ_{3}$	1.0202	0.80
$γ_{4}$	-2.5368	-2.12
$γ_{5}$	2.7117	1.99
$γ_{6}$	-1.6971	-1.35
$γ_{7}$	1.0706	1.07
$γ_{8}$	-0.7444	-1.04
$γ_{9}$	0.4803	0.49
$γ_{10}$	-0.5221	-0.31

V-Lab

Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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