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	param	t-stat
$ω$	6.1594	5.84
$α$	0.0035	5.08
$β$	0.9970	1,185.46
$ν$	3.0590	9.00

V-Lab

CBOE Realized Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses