CBOE Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3,892.7400	9.44***
α ARCH Response to squared shocks	0.0461	115.90***
β GARCH Volatility persistence	0.9990	9,250.00***
ν DF Student-t tail thickness	2.0004

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