CBOE Volatility Index

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	param	t-stat
$ω$	1.4858	11.29
$α$	0.0695	4.18
$β$	0.8012	14.08
$γ_{1}$	0.0723	6.12
$γ_{2}$	-0.1029	-5.56
$γ_{3}$	0.0399	3.52

V-Lab

Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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