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	param	t-stat
$ω$	1.0106	6.84
$α$	0.1218	3.65
$β$	0.5541	6.13
$γ_{1}$	0.1303	1.02
$γ_{2}$	-0.1439	-0.76
$γ_{3}$	0.0416	0.28
$γ_{4}$	-0.1231	-0.73
$γ_{5}$	0.2218	1.26
$γ_{6}$	-0.3724	-2.35
$γ_{7}$	0.5630	4.24
$γ_{8}$	-0.4633	-5.18

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CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

Other CBOE S&P 500 9-Day Volatility Index Analyses