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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8111	9.37***
α ARCH Response to squared shocks	0.0648	1.56
β GARCH Volatility persistence	0.0000	0.00

γ₁	-0.0143	-1.35
γ₂	0.0275	1.34

V-Lab

CBOE Realized Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses