CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7370	12.18***
α ARCH Response to squared shocks	0.1080	6.02***
β GARCH Volatility persistence	0.7628	17.47***

γ₁	0.3067	7.00***
γ₂	-0.4410	-6.02***
γ₃	0.2284	3.62***
γ₄	-0.1565	-2.03**

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Pakistan Intl Bulk Terminal Spline-GARCH Volatility Analysis

Date Range:

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