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CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.1195	1.16
$α$	0.2192	5.16
$β$	0.7797	18.12
$γ_{1}$	-0.2269	-0.10
$γ_{2}$	2.2006	0.70
$γ_{3}$	-3.7337	-2.31
$γ_{4}$	2.8805	1.94
$γ_{5}$	-3.0540	-1.35
$γ_{6}$	6.6344	2.40
$γ_{7}$	-13.0828	-2.11
$γ_{8}$	17.4416	1.72
$γ_{9}$	-13.0754	-1.61

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Jupai Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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