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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6945	9.54***
α ARCH Response to squared shocks	0.3148	11.54***
β GARCH Volatility persistence	0.6317	17.68***
γ leverage Additional response to negative shocks	-0.2731	-11.99***

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CBOE Realized Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses