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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.5482	19.34***
α ARCH Response to squared shocks	0.1011	20.08***
β GARCH Volatility persistence	0.9005	137.42***
ν DF Student-t tail thickness	5.8394	4.69***

V-Lab

CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses