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	param	t-stat
$ω$	1.2117	9.54
$α$	0.1996	7.54
$β$	0.6472	15.47
$γ_{1}$	-0.0394	-4.59
$γ_{2}$	0.0695	5.35
$γ_{3}$	-0.0377	-5.27

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