CBOE Volatility Index

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	param	t-stat
$ω$	2.7344	4.65
$α$	0.1652	6.90
$β$	0.7756	26.50
$γ_{1}$	0.2072	3.29
$γ_{2}$	-0.3122	-3.06
$γ_{3}$	0.1644	2.24
$γ_{4}$	-0.0671	-1.00
$γ_{5}$	0.0430	0.64
$γ_{6}$	-0.1556	-3.18
$γ_{7}$	0.2209	5.05
$γ_{8}$	-0.0962	-1.91
$γ_{9}$	-0.0395	-0.65
$γ_{10}$	0.0480	0.94

V-Lab

Mauritius Stock Exchange SEMDEX Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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