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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.4777	19.38***
α ARCH Response to squared shocks	0.1006	20.10***
β GARCH Volatility persistence	0.9006	137.56***
ν DF Student-t tail thickness	5.8430	4.67***

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