CBOE Volatility Index

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	param	t-stat
$ω$	1.4958	11.33
$α$	0.0675	4.14
$β$	0.8089	14.16
$γ_{1}$	0.0749	6.06
$γ_{2}$	-0.1089	-5.05
$γ_{3}$	0.0513	1.62

V-Lab

Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sarajevo Stock Exchange Index 30 Analyses