CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.4996	8.63***
α ARCH Response to squared shocks	0.1547	163.65***
β GARCH Volatility persistence	0.9983	5,145.86***
ν DF Student-t tail thickness	2.6312	329.15***

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