CBOE Volatility Index

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	param	t-stat
$ω$	2.9641	4.95
$α$	0.1659	6.93
$β$	0.7733	25.93
$γ_{1}$	0.2337	3.84
$γ_{2}$	-0.3536	-3.58
$γ_{3}$	0.1936	2.72
$γ_{4}$	-0.0944	-1.43
$γ_{5}$	0.0663	1.01
$γ_{6}$	-0.1717	-3.56
$γ_{7}$	0.2239	5.16
$γ_{8}$	-0.0744	-1.48
$γ_{9}$	-0.1040	-1.72
$γ_{10}$	0.2094	3.01

V-Lab

Mauritius Stock Exchange SEMDEX Index Spline-GARCH Volatility Analysis

Date Range:

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