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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4452	13.82***
α ARCH Response to squared shocks	0.0200	2.45**
β GARCH Volatility persistence	0.2394	6.26***
γ leverage Additional response to negative shocks	0.7600	7.53***

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CBOE Realized Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses