CBOE Volatility Index

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	param	t-stat
$ω$	0.9013	5.76
$α$	0.1304	7.20
$β$	0.7225	19.16
$γ_{1}$	0.0028	0.08
$γ_{2}$	0.0385	0.80
$γ_{3}$	-0.0772	-2.17
$γ_{4}$	0.0477	1.24
$γ_{5}$	-0.0203	-0.62
$γ_{6}$	0.0369	1.33
$γ_{7}$	-0.0525	-2.43

V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses