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	param	t-stat
$ω$	0.9792	4.06
$α$	0.0000	0.00
$β$	0.9016	2.66
$γ_{1}$	0.1988	0.57
$γ_{2}$	-0.2968	-0.57
$γ_{3}$	0.3133	0.85
$γ_{4}$	-0.5663	-1.71
$γ_{5}$	0.5654	1.87
$γ_{6}$	-0.2378	-0.83
$γ_{7}$	-0.0848	-0.27
$γ_{8}$	0.4427	1.25
$γ_{9}$	-1.1837	-2.53

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