Open Access

ARTICLE

CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model

Min Hyung Park¹, Dongyan Nan^2,3, Yerin Kim¹, Jang Hyun Kim^1,2,3,*

1 Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Korea
2 Department of Human-Artificial Intelligence Interaction, Sungkyunkwan University, Seoul, 03063, Korea
3 Department of Interaction Science, Sungkyunkwan University, Seoul, 03063, Korea

* Corresponding Author: Jang Hyun Kim. Email: