CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.2367	2.91***
α ARCH Response to squared shocks	0.0683	33.54***
β GARCH Volatility persistence	0.9828	156.94***
ν DF Student-t tail thickness	2.6755	25.78***

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El Al Israel Airlines Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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