CBOE Volatility Index

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	param	t-stat
$ω$	1.4838	11.35
$α$	0.0690	4.18
$β$	0.7987	13.97
$γ_{1}$	0.0713	6.16
$γ_{2}$	-0.1021	-5.63
$γ_{3}$	0.0402	3.62

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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