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{type} for {date}

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	param	t-stat
$ω$	1.3027	4.64
$α$	0.2621	3.72
$β$	0.5889	6.74
$γ_{1}$	14.2971	2.52
$γ_{2}$	-16.7703	-1.79
$γ_{3}$	11.6067	1.37
$γ_{4}$	-28.9706	-2.62
$γ_{5}$	35.5760	2.18

V-Lab

Cboe Valid S&P 500 D P I ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cboe Valid S&P 500 D P I ETF Analyses