CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5068	6.20***
α ARCH Response to squared shocks	0.0416	0.62
β GARCH Volatility persistence	0.8826	1.80*
ν DF Student-t tail thickness	17.7410	0.05

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Global X Nasdaq-100 Income Edge ETF GAS-GARCH Student T Volatility Analysis

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