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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.1080	5.80***
α ARCH Response to squared shocks	0.0034	4.96***
β GARCH Volatility persistence	0.9970	1,181.27***
ν DF Student-t tail thickness	3.0767	8.68***

V-Lab

CBOE Realized Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses