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	param	t-stat
$ω$	279.2557	5.05
$α$	0.1067	32.61
$β$	0.9759	213.96
$ν$	3.8425	14.22

V-Lab

CBOE S&P 500 Left Tail Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Left Tail Volatility Index Analyses