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	param	t-stat
$ω$	0.8532	4.33
$α$	0.2000	7.72
$β$	0.6262	13.94
$γ_{1}$	-0.3299	-2.27
$γ_{2}$	0.4474	2.28
$γ_{3}$	-0.3483	-2.84
$γ_{4}$	0.4857	4.18
$γ_{5}$	-0.3774	-3.11
$γ_{6}$	0.2270	1.66
$γ_{7}$	-0.1805	-1.39
$γ_{8}$	0.1148	1.04
$γ_{9}$	-0.0548	-0.69

V-Lab

CBOE S&P 500 Left Tail Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Left Tail Volatility Index Analyses